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 | 1,11% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 268 483 CHF | 90 494 CHF | 91,88% | 91,88% |
14/08/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 261 373 CHF | 88 125 CHF | 91,26% | 91,26% |
13/08/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 254 169 CHF | 85 723 CHF | 96,38% | 96,38% |
12/08/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 250 410 CHF | 84 470 CHF | 94,94% | 94,94% |
09/08/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 434 568 | 144 856 | 346 922 CHF | 117 089 CHF | 95,55% | 95,55% |
08/08/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 356 686 CHF | 120 395 CHF | 98,71% | 98,71% |
07/08/2024 | 1,44% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 311 196 CHF | 105 232 CHF | 95,13% | 95,13% |
06/08/2024 | 1,55% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 288 266 CHF | 97 589 CHF | 98,38% | 98,38% |
02/08/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 326 833 CHF | 110 444 CHF | 97,26% | 97,26% |
30/07/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 337 094 CHF | 113 865 CHF | 90,43% | 90,43% |