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 | 1,29% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 444 619 | 148 206 | 344 438 CHF | 116 295 CHF | 98,54% | 98,54% |
14/08/2024 | 1,35% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 332 050 CHF | 112 183 CHF | 99,24% | 99,24% |
13/08/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 305 875 CHF | 103 458 CHF | 99,25% | 99,25% |
12/08/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 313 258 CHF | 105 919 CHF | 99,55% | 99,55% |
09/08/2024 | 1,46% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 306 727 CHF | 103 742 CHF | 99,58% | 99,58% |
08/08/2024 | 1,60% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 149 997 | 278 978 CHF | 94 491 CHF | 99,45% | 99,45% |
07/08/2024 | 1,53% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 292 503 CHF | 99 001 CHF | 99,35% | 99,35% |
06/08/2024 | 1,60% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 350 708 | 116 903 | 216 097 CHF | 73 201 CHF | 99,22% | 99,22% |
02/08/2024 | 1,41% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 252 384 | 84 128 | 177 036 CHF | 59 853 CHF | 99,22% | 99,22% |
30/07/2024 | 0,85% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 352 020 CHF | 118 340 CHF | 98,67% | 98,67% |