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 | 1,67% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 178 592 CHF | 60 531 CHF | 99,26% | 99,26% |
14/08/2024 | 1,60% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 186 292 CHF | 63 098 CHF | 99,27% | 99,27% |
13/08/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 190 463 CHF | 64 488 CHF | 99,08% | 99,08% |
12/08/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 187 508 CHF | 63 503 CHF | 99,27% | 99,27% |
09/08/2024 | 1,51% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 197 308 CHF | 66 770 CHF | 99,21% | 99,21% |
08/08/2024 | 1,66% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 349 979 | 116 660 | 207 959 CHF | 70 486 CHF | 99,26% | 99,26% |
07/08/2024 | 1,58% | 0,64 CHF | 0,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 188 497 CHF | 63 832 CHF | 99,22% | 99,22% |
06/08/2024 | 1,64% | 0,64 CHF | 0,65 CHF | 300 000 | 100 000 | 329 031 | 109 677 | 199 093 CHF | 67 461 CHF | 98,77% | 98,77% |
02/08/2024 | 1,35% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 221 109 CHF | 74 703 CHF | 98,29% | 98,29% |
31/07/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 242 988 CHF | 81 996 CHF | 38,78% | 38,78% |