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 | 1,65% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 180 898 CHF | 61 299 CHF | 91,81% | 91,81% |
14/08/2024 | 1,70% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 261 952 CHF | 88 817 CHF | 91,27% | 91,27% |
13/08/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 252 781 CHF | 85 761 CHF | 96,42% | 96,42% |
12/08/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 247 442 CHF | 83 981 CHF | 94,99% | 94,99% |
09/08/2024 | 1,91% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 233 098 CHF | 79 199 CHF | 95,58% | 95,58% |
08/08/2024 | 1,93% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 231 555 CHF | 78 685 CHF | 98,73% | 98,73% |
07/08/2024 | 2,35% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 189 791 CHF | 64 764 CHF | 95,20% | 95,20% |
06/08/2024 | 2,61% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 170 382 CHF | 58 294 CHF | 98,40% | 98,40% |
02/08/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 203 481 CHF | 69 327 CHF | 97,30% | 97,30% |
30/07/2024 | 2,09% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 213 172 CHF | 72 557 CHF | 90,43% | 90,43% |