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 | 1,26% | 0,81 CHF | 0,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 236 426 CHF | 79 809 CHF | 99,16% | 99,16% |
14/08/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 232 224 CHF | 78 408 CHF | 96,53% | 96,53% |
13/08/2024 | 1,39% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 214 161 CHF | 72 387 CHF | 99,15% | 99,15% |
12/08/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 216 209 CHF | 73 070 CHF | 99,16% | 99,16% |
09/08/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 322 909 | 107 636 | 234 054 CHF | 79 094 CHF | 99,15% | 99,15% |
08/08/2024 | 1,46% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 359 698 | 119 899 | 244 445 CHF | 82 681 CHF | 98,84% | 98,84% |
07/08/2024 | 1,36% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 229 | 100 076 | 218 943 CHF | 73 982 CHF | 99,16% | 99,16% |
06/08/2024 | 1,44% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 410 884 | 136 961 | 281 392 CHF | 95 167 CHF | 99,11% | 99,11% |
02/08/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 243 145 CHF | 82 049 CHF | 94,17% | 94,17% |
31/07/2024 | 1,07% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 277 965 CHF | 93 655 CHF | 39,53% | 39,53% |