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 | 0,98% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 455 194 CHF | 153 231 CHF | 83,75% | 83,75% |
14/08/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 444 101 CHF | 149 534 CHF | 91,09% | 91,09% |
13/08/2024 | 1,12% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 399 941 CHF | 134 814 CHF | 94,53% | 94,53% |
12/08/2024 | 1,05% | 0,91 CHF | 0,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 427 085 CHF | 143 862 CHF | 83,04% | 83,04% |
09/08/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 431 858 CHF | 145 453 CHF | 90,31% | 90,31% |
08/08/2024 | 1,08% | 0,97 CHF | 0,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 415 375 CHF | 139 958 CHF | 93,30% | 93,30% |
07/08/2024 | 1,08% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 416 594 CHF | 140 365 CHF | 95,26% | 95,26% |
06/08/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 408 237 CHF | 137 579 CHF | 97,58% | 97,58% |
02/08/2024 | 0,91% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 491 600 CHF | 165 367 CHF | 95,86% | 95,86% |
30/07/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 602 341 CHF | 202 280 CHF | 90,63% | 90,63% |