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 | 1,73% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 257 732 CHF | 87 411 CHF | 98,04% | 98,04% |
14/08/2024 | 1,62% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 275 827 CHF | 93 442 CHF | 99,49% | 99,49% |
13/08/2024 | 1,64% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 272 025 CHF | 92 175 CHF | 95,09% | 95,09% |
12/08/2024 | 1,67% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 267 611 CHF | 90 704 CHF | 99,73% | 99,73% |
09/08/2024 | 1,62% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 275 449 CHF | 93 316 CHF | 99,01% | 99,01% |
08/08/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 282 942 CHF | 95 814 CHF | 99,62% | 99,62% |
07/08/2024 | 2,08% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 454 679 | 151 560 | 217 532 CHF | 74 026 CHF | 96,87% | 96,87% |
06/08/2024 | 1,86% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 350 399 | 116 800 | 186 156 CHF | 63 220 CHF | 99,16% | 99,16% |
02/08/2024 | 2,38% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 531 884 | 177 295 | 220 624 CHF | 75 314 CHF | 99,35% | 99,35% |
30/07/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 461 639 | 153 880 | 186 712 CHF | 63 776 CHF | 99,39% | 99,39% |