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 | 1,48% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 301 239 CHF | 101 913 CHF | 99,16% | 99,16% |
14/08/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 302 062 CHF | 102 187 CHF | 96,53% | 96,53% |
13/08/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 278 409 CHF | 94 303 CHF | 99,15% | 99,15% |
12/08/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 288 519 CHF | 97 673 CHF | 99,17% | 99,17% |
09/08/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 294 381 CHF | 99 627 CHF | 99,16% | 99,16% |
08/08/2024 | 1,54% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 289 580 CHF | 98 027 CHF | 98,86% | 98,86% |
07/08/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 308 978 CHF | 104 493 CHF | 99,16% | 99,16% |
06/08/2024 | 1,68% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 265 559 CHF | 90 020 CHF | 99,15% | 99,15% |
02/08/2024 | 1,50% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 298 684 CHF | 101 061 CHF | 94,21% | 94,21% |
30/07/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 341 801 CHF | 115 434 CHF | 97,32% | 97,32% |