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 | 1,66% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 549 661 | 183 220 | 326 971 CHF | 110 823 CHF | 97,36% | 97,36% |
14/08/2024 | 1,69% | 0,59 CHF | 0,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 352 706 CHF | 119 569 CHF | 99,02% | 99,02% |
13/08/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 340 300 CHF | 115 433 CHF | 99,10% | 99,10% |
12/08/2024 | 1,81% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 328 212 CHF | 111 404 CHF | 99,17% | 99,17% |
09/08/2024 | 1,81% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 328 156 CHF | 111 385 CHF | 99,07% | 99,07% |
08/08/2024 | 1,85% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 584 013 | 194 671 | 313 345 CHF | 106 395 CHF | 98,60% | 98,60% |
07/08/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 323 124 CHF | 109 708 CHF | 99,17% | 99,17% |
06/08/2024 | 1,93% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 307 440 CHF | 104 480 CHF | 98,39% | 98,39% |
02/08/2024 | 1,63% | 0,57 CHF | 0,58 CHF | 600 000 | 200 000 | 499 839 | 166 613 | 303 237 CHF | 102 745 CHF | 99,01% | 99,01% |
30/07/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 358 889 CHF | 121 130 CHF | 98,83% | 98,83% |