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 | 2,18% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 272 270 CHF | 92 757 CHF | 90,13% | 90,13% |
14/08/2024 | 2,02% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 599 844 | 199 948 | 296 026 CHF | 100 675 CHF | 96,74% | 96,74% |
13/08/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 320 857 CHF | 108 952 CHF | 96,68% | 96,68% |
12/08/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 321 880 CHF | 109 293 CHF | 95,88% | 95,88% |
09/08/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 308 942 CHF | 104 981 CHF | 93,69% | 93,69% |
08/08/2024 | 1,96% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 227 529 CHF | 77 343 CHF | 96,84% | 96,84% |
07/08/2024 | 2,12% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 560 489 | 186 830 | 261 522 CHF | 89 042 CHF | 97,71% | 97,71% |
06/08/2024 | 2,28% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 260 781 CHF | 88 927 CHF | 97,73% | 97,73% |
02/08/2024 | 1,59% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 281 628 CHF | 95 376 CHF | 98,77% | 98,77% |
30/07/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 331 829 CHF | 112 110 CHF | 92,24% | 92,24% |