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 | 1,15% | 0,92 CHF | 0,93 CHF | 750 000 | 20 000 | 750 000 | 20 000 | 650 999 CHF | 17 560 CHF | 99,17% | 99,17% |
14/08/2024 | 1,08% | 0,97 CHF | 0,98 CHF | 750 000 | 20 000 | 750 000 | 20 000 | 691 721 CHF | 18 646 CHF | 97,41% | 97,41% |
13/08/2024 | 0,97% | 0,96 CHF | 0,97 CHF | 750 000 | 20 000 | 750 000 | 20 000 | 772 955 CHF | 20 812 CHF | 98,92% | 98,92% |
12/08/2024 | 1,21% | 0,87 CHF | 0,88 CHF | 750 000 | 20 000 | 750 000 | 20 000 | 618 585 CHF | 16 696 CHF | 99,15% | 99,15% |
09/08/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 750 000 | 20 000 | 750 000 | 20 000 | 591 236 CHF | 15 966 CHF | 99,17% | 99,17% |
08/08/2024 | 1,59% | 0,72 CHF | 0,73 CHF | 750 000 | 20 000 | 750 000 | 20 000 | 469 389 CHF | 12 717 CHF | 99,16% | 99,16% |
07/08/2024 | 1,60% | 0,64 CHF | 0,65 CHF | 750 000 | 20 000 | 750 000 | 20 000 | 464 739 CHF | 12 593 CHF | 99,16% | 99,16% |
06/08/2024 | 1,74% | 0,57 CHF | 0,58 CHF | 750 000 | 20 000 | 750 000 | 20 000 | 428 103 CHF | 11 616 CHF | 99,16% | 99,16% |
02/08/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 750 000 | 20 000 | 750 000 | 20 000 | 470 787 CHF | 12 754 CHF | 97,76% | 97,76% |
30/07/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 750 000 | 20 000 | 750 000 | 20 000 | 542 072 CHF | 14 655 CHF | 99,17% | 99,17% |