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 | 0,92% | 1,20 CHF | 1,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 647 116 CHF | 217 705 CHF | 94,25% | 94,25% |
14/08/2024 | 1,02% | 1,04 CHF | 1,05 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 587 746 CHF | 197 915 CHF | 99,47% | 99,47% |
13/08/2024 | 1,09% | 0,94 CHF | 0,95 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 545 587 CHF | 183 862 CHF | 96,75% | 96,75% |
12/08/2024 | 1,15% | 0,92 CHF | 0,93 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 520 503 CHF | 175 501 CHF | 97,63% | 97,63% |
09/08/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 509 565 CHF | 171 855 CHF | 91,57% | 91,57% |
08/08/2024 | 1,38% | 0,79 CHF | 0,80 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 431 393 CHF | 145 798 CHF | 92,02% | 92,02% |
07/08/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 480 916 CHF | 162 305 CHF | 95,47% | 95,47% |
06/08/2024 | 1,20% | 0,74 CHF | 0,75 CHF | 600 000 | 200 000 | 454 323 | 151 441 | 374 006 CHF | 126 183 CHF | 88,22% | 88,22% |
02/08/2024 | 1,02% | 0,90 CHF | 0,91 CHF | 600 000 | 200 000 | 474 980 | 158 327 | 460 433 CHF | 155 061 CHF | 98,69% | 98,69% |
30/07/2024 | 0,77% | 1,19 CHF | 1,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 584 285 CHF | 196 262 CHF | 99,23% | 99,23% |