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 | 1,13% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 396 849 CHF | 133 783 CHF | 84,58% | 84,58% |
14/08/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 367 168 CHF | 123 889 CHF | 91,56% | 91,56% |
13/08/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 356 326 CHF | 120 275 CHF | 94,10% | 94,10% |
12/08/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 356 757 CHF | 120 419 CHF | 93,74% | 93,74% |
09/08/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 346 139 CHF | 116 880 CHF | 96,16% | 96,16% |
08/08/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 331 221 CHF | 111 907 CHF | 98,76% | 98,76% |
07/08/2024 | 1,50% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 298 589 CHF | 101 030 CHF | 92,19% | 92,19% |
06/08/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 280 036 CHF | 94 845 CHF | 98,09% | 98,09% |
02/08/2024 | 1,36% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 329 945 CHF | 111 482 CHF | 98,22% | 98,22% |
30/07/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 403 456 CHF | 135 985 CHF | 89,45% | 89,45% |