Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 1,40% | 0,81 CHF | 0,82 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 427 387 CHF | 144 462 CHF | 97,95% | 97,95% |
14/08/2024 | 1,57% | 0,68 CHF | 0,69 CHF | 600 000 | 200 000 | 628 947 | 209 649 | 397 448 CHF | 134 579 CHF | 98,39% | 98,39% |
13/08/2024 | 1,72% | 0,60 CHF | 0,61 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 433 041 CHF | 146 847 CHF | 96,35% | 96,35% |
12/08/2024 | 1,82% | 0,59 CHF | 0,60 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 408 786 CHF | 138 762 CHF | 98,39% | 98,39% |
09/08/2024 | 1,85% | 0,56 CHF | 0,57 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 401 885 CHF | 136 462 CHF | 93,48% | 93,48% |
08/08/2024 | 2,25% | 0,49 CHF | 0,50 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 330 485 CHF | 112 662 CHF | 97,20% | 97,20% |
07/08/2024 | 1,97% | 0,49 CHF | 0,50 CHF | 750 000 | 250 000 | 719 533 | 239 844 | 360 784 CHF | 122 660 CHF | 95,67% | 95,67% |
06/08/2024 | 1,86% | 0,46 CHF | 0,47 CHF | 750 000 | 250 000 | 540 428 | 180 143 | 286 006 CHF | 97 137 CHF | 89,03% | 89,03% |
02/08/2024 | 1,57% | 0,59 CHF | 0,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 380 410 CHF | 128 803 CHF | 99,16% | 99,16% |
30/07/2024 | 1,11% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 403 758 CHF | 136 086 CHF | 99,16% | 99,16% |