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 | 1,59% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 281 826 CHF | 95 442 CHF | 84,52% | 84,52% |
14/08/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 251 358 CHF | 85 286 CHF | 91,47% | 91,47% |
13/08/2024 | 1,86% | 0,54 CHF | 0,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 240 056 CHF | 81 519 CHF | 94,07% | 94,07% |
12/08/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 240 451 CHF | 81 650 CHF | 93,76% | 93,76% |
09/08/2024 | 1,94% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 229 632 CHF | 78 044 CHF | 96,18% | 96,18% |
08/08/2024 | 2,06% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 216 053 CHF | 73 518 CHF | 99,02% | 99,02% |
07/08/2024 | 2,42% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 183 705 CHF | 62 735 CHF | 92,47% | 92,47% |
06/08/2024 | 2,64% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 168 605 CHF | 57 702 CHF | 98,27% | 98,27% |
02/08/2024 | 2,09% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 213 207 CHF | 72 569 CHF | 98,21% | 98,21% |
30/07/2024 | 1,55% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 287 839 CHF | 97 447 CHF | 89,44% | 89,44% |