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 | 1,60% | 0,76 CHF | 0,77 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 167 641 CHF | 56 780 CHF | 99,27% | 99,27% |
14/08/2024 | 1,67% | 0,72 CHF | 0,73 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 160 074 CHF | 54 258 CHF | 99,27% | 99,27% |
13/08/2024 | 1,74% | 0,69 CHF | 0,71 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 154 020 CHF | 52 240 CHF | 99,17% | 99,17% |
12/08/2024 | 1,98% | 0,69 CHF | 0,71 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 154 132 CHF | 52 406 CHF | 99,27% | 99,27% |
09/08/2024 | 2,23% | 0,65 CHF | 0,67 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 149 487 CHF | 50 954 CHF | 99,23% | 99,23% |
08/08/2024 | 2,43% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 289 700 | 96 567 | 176 832 CHF | 60 393 CHF | 99,27% | 99,27% |
07/08/2024 | 2,30% | 0,64 CHF | 0,66 CHF | 225 000 | 75 000 | 233 897 | 77 966 | 150 651 CHF | 51 387 CHF | 99,16% | 99,16% |
06/08/2024 | 2,33% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 273 847 | 91 282 | 173 544 CHF | 59 217 CHF | 98,70% | 98,70% |
02/08/2024 | 1,95% | 0,71 CHF | 0,73 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 171 896 CHF | 58 424 CHF | 97,95% | 97,95% |
31/07/2024 | 1,61% | 0,92 CHF | 0,93 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 207 993 CHF | 70 456 CHF | 37,92% | 37,92% |