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 | 1,38% | 0,74 CHF | 0,75 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 323 413 CHF | 72 870 CHF | 99,16% | 99,16% |
14/08/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 321 709 CHF | 72 491 CHF | 96,53% | 96,53% |
13/08/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 327 650 CHF | 73 811 CHF | 99,15% | 99,15% |
12/08/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 334 115 CHF | 75 248 CHF | 99,17% | 99,17% |
09/08/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 352 620 CHF | 79 360 CHF | 99,16% | 99,16% |
08/08/2024 | 1,34% | 0,76 CHF | 0,77 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 333 457 CHF | 75 102 CHF | 98,85% | 98,85% |
07/08/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 349 529 CHF | 78 673 CHF | 99,16% | 99,16% |
06/08/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 304 723 CHF | 68 716 CHF | 99,15% | 99,15% |
02/08/2024 | 1,26% | 0,76 CHF | 0,77 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 354 425 CHF | 79 761 CHF | 93,93% | 93,93% |
31/07/2024 | 1,07% | 0,95 CHF | 0,96 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 419 381 CHF | 94 196 CHF | 39,55% | 39,55% |