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 | 1,84% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 242 524 CHF | 82 342 CHF | 84,60% | 84,60% |
14/08/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 217 458 CHF | 73 986 CHF | 91,92% | 91,92% |
13/08/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 209 722 CHF | 71 407 CHF | 93,98% | 93,98% |
12/08/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 210 659 CHF | 71 720 CHF | 93,91% | 93,91% |
09/08/2024 | 2,19% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 203 633 CHF | 69 378 CHF | 96,15% | 96,15% |
08/08/2024 | 2,29% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 194 740 CHF | 66 413 CHF | 98,79% | 98,79% |
07/08/2024 | 2,65% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 167 925 CHF | 57 475 CHF | 92,18% | 92,18% |
06/08/2024 | 2,84% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 591 643 | 197 214 | 205 137 CHF | 70 351 CHF | 98,07% | 98,07% |
02/08/2024 | 2,29% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 193 993 CHF | 66 164 CHF | 98,08% | 98,08% |
30/07/2024 | 1,76% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 252 885 CHF | 85 795 CHF | 89,40% | 89,40% |