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 | 1,05% | 1,06 CHF | 1,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 569 273 CHF | 191 758 CHF | 98,35% | 98,35% |
14/08/2024 | 1,17% | 0,91 CHF | 0,92 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 512 474 CHF | 172 825 CHF | 98,44% | 98,44% |
13/08/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 472 742 CHF | 159 581 CHF | 96,82% | 96,82% |
12/08/2024 | 1,33% | 0,80 CHF | 0,81 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 449 673 CHF | 151 891 CHF | 98,43% | 98,43% |
09/08/2024 | 1,35% | 0,76 CHF | 0,77 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 441 125 CHF | 149 042 CHF | 95,56% | 95,56% |
08/08/2024 | 1,61% | 0,68 CHF | 0,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 369 467 CHF | 125 156 CHF | 93,54% | 93,54% |
07/08/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 413 693 CHF | 139 898 CHF | 89,40% | 89,40% |
06/08/2024 | 1,38% | 0,64 CHF | 0,65 CHF | 600 000 | 200 000 | 455 027 | 151 676 | 326 484 CHF | 110 345 CHF | 88,33% | 88,33% |
02/08/2024 | 1,18% | 0,79 CHF | 0,80 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 507 998 CHF | 171 333 CHF | 98,77% | 98,77% |
30/07/2024 | 0,86% | 1,06 CHF | 1,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 520 866 CHF | 175 122 CHF | 99,16% | 99,16% |