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 | 1,85% | 0,60 CHF | 0,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 323 072 CHF | 109 691 CHF | 99,53% | 99,53% |
14/08/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 294 814 CHF | 100 271 CHF | 99,61% | 99,61% |
13/08/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 286 577 CHF | 97 526 CHF | 99,67% | 99,67% |
12/08/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 295 526 CHF | 100 509 CHF | 99,59% | 99,59% |
09/08/2024 | 1,93% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 307 789 CHF | 104 596 CHF | 99,56% | 99,56% |
08/08/2024 | 2,08% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 646 844 | 215 622 | 308 051 CHF | 104 843 CHF | 99,49% | 99,49% |
07/08/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 600 000 | 199 983 | 312 737 CHF | 106 237 CHF | 99,60% | 99,60% |
06/08/2024 | 2,13% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 730 227 | 243 409 | 338 178 CHF | 115 160 CHF | 98,11% | 98,11% |
02/08/2024 | 2,31% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 712 248 | 237 416 | 305 270 CHF | 104 131 CHF | 99,14% | 99,14% |
30/07/2024 | 1,66% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 450 935 | 150 312 | 268 991 CHF | 91 167 CHF | 99,59% | 99,59% |