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 | 1,72% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 337 611 | 112 537 | 193 915 CHF | 65 764 CHF | 99,15% | 99,15% |
14/08/2024 | 1,72% | 0,58 CHF | 0,59 CHF | 300 000 | 100 000 | 342 586 | 114 195 | 196 511 CHF | 66 646 CHF | 96,53% | 96,53% |
13/08/2024 | 1,92% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 232 261 CHF | 78 920 CHF | 99,15% | 99,15% |
12/08/2024 | 1,86% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 239 994 CHF | 81 498 CHF | 99,16% | 99,16% |
09/08/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 243 715 CHF | 82 738 CHF | 99,16% | 99,16% |
08/08/2024 | 1,87% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 239 190 CHF | 81 230 CHF | 98,87% | 98,87% |
07/08/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 263 382 CHF | 89 294 CHF | 99,16% | 99,16% |
06/08/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 213 572 CHF | 72 691 CHF | 99,14% | 99,14% |
02/08/2024 | 1,73% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 257 875 CHF | 87 458 CHF | 94,20% | 94,20% |
30/07/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 382 014 | 127 338 | 257 561 CHF | 87 127 CHF | 97,32% | 97,32% |