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 | 1,30% | 0,78 CHF | 0,79 CHF | 150 000 | 50 000 | 174 392 | 58 131 | 133 044 CHF | 44 929 CHF | 99,16% | 99,16% |
14/08/2024 | 1,20% | 0,75 CHF | 0,76 CHF | 225 000 | 75 000 | 161 226 | 53 742 | 133 386 CHF | 44 999 CHF | 96,56% | 96,56% |
13/08/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 123 087 CHF | 41 529 CHF | 99,16% | 99,16% |
12/08/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 135 609 CHF | 45 703 CHF | 99,16% | 99,16% |
09/08/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 134 490 CHF | 45 330 CHF | 99,16% | 99,16% |
08/08/2024 | 1,19% | 0,87 CHF | 0,88 CHF | 150 000 | 50 000 | 169 370 | 56 457 | 141 039 CHF | 47 577 CHF | 99,17% | 99,17% |
07/08/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 150 000 | 50 000 | 153 129 | 51 043 | 128 564 CHF | 43 365 CHF | 99,16% | 99,16% |
06/08/2024 | 1,53% | 0,74 CHF | 0,75 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 146 306 CHF | 49 519 CHF | 98,84% | 98,84% |
02/08/2024 | 1,70% | 0,59 CHF | 0,60 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 131 461 CHF | 44 571 CHF | 96,89% | 96,89% |
30/07/2024 | 1,32% | 0,72 CHF | 0,73 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 169 233 CHF | 57 161 CHF | 97,30% | 97,30% |