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 | 1,77% | 0,57 CHF | 0,58 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 420 954 CHF | 57 127 CHF | 99,15% | 99,15% |
14/08/2024 | 1,80% | 0,56 CHF | 0,57 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 413 139 CHF | 56 085 CHF | 97,45% | 97,45% |
13/08/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 382 114 CHF | 51 949 CHF | 99,16% | 99,16% |
12/08/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 406 721 CHF | 55 229 CHF | 99,16% | 99,16% |
09/08/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 405 832 CHF | 55 111 CHF | 99,16% | 99,16% |
08/08/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 377 780 CHF | 51 371 CHF | 99,15% | 99,15% |
07/08/2024 | 1,87% | 0,57 CHF | 0,58 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 398 918 CHF | 54 189 CHF | 99,17% | 99,17% |
06/08/2024 | 1,96% | 0,48 CHF | 0,49 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 380 067 CHF | 51 676 CHF | 99,14% | 99,14% |
02/08/2024 | 1,52% | 0,57 CHF | 0,58 CHF | 750 000 | 100 000 | 724 969 | 100 000 | 475 727 CHF | 66 809 CHF | 97,05% | 97,05% |
31/07/2024 | 1,22% | 0,80 CHF | 0,81 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 487 845 CHF | 82 308 CHF | 38,09% | 38,09% |