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 | 1,14% | 0,89 CHF | 0,90 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 131 296 CHF | 44 265 CHF | 99,16% | 99,16% |
14/08/2024 | 1,05% | 0,85 CHF | 0,86 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 143 128 CHF | 48 209 CHF | 96,55% | 96,55% |
13/08/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 140 565 CHF | 47 355 CHF | 99,16% | 99,16% |
12/08/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 154 406 CHF | 51 969 CHF | 99,17% | 99,17% |
09/08/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 152 747 CHF | 51 416 CHF | 99,16% | 99,16% |
08/08/2024 | 1,05% | 0,99 CHF | 1,00 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 141 870 CHF | 47 790 CHF | 99,16% | 99,16% |
07/08/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 142 846 CHF | 48 115 CHF | 99,16% | 99,16% |
06/08/2024 | 1,35% | 0,84 CHF | 0,85 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 110 568 CHF | 37 356 CHF | 98,84% | 98,84% |
02/08/2024 | 1,56% | 0,65 CHF | 0,66 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 95 518 CHF | 32 339 CHF | 96,90% | 96,90% |
30/07/2024 | 1,18% | 0,80 CHF | 0,81 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 126 752 CHF | 42 751 CHF | 97,30% | 97,30% |