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% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 177 960 CHF | 60 320 CHF | 99,15% | 99,15% |
14/08/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 172 879 CHF | 58 626 CHF | 96,49% | 96,49% |
13/08/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 162 445 CHF | 55 148 CHF | 99,16% | 99,16% |
12/08/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 165 303 CHF | 56 101 CHF | 99,16% | 99,16% |
09/08/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 150 652 CHF | 51 217 CHF | 99,16% | 99,16% |
08/08/2024 | 2,13% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 139 497 CHF | 47 499 CHF | 98,85% | 98,85% |
07/08/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 149 994 CHF | 50 998 CHF | 99,16% | 99,16% |
06/08/2024 | 2,24% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 132 306 CHF | 45 102 CHF | 99,15% | 99,15% |
02/08/2024 | 1,88% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 157 860 CHF | 53 620 CHF | 94,18% | 94,18% |
31/07/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 183 688 CHF | 62 229 CHF | 39,54% | 39,54% |