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 | 1,70% | 0,63 CHF | 0,64 CHF | 600 000 | 200 000 | 701 815 | 233 938 | 408 132 CHF | 138 383 CHF | 98,92% | 98,92% |
14/08/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 406 512 CHF | 138 004 CHF | 98,53% | 98,53% |
13/08/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 386 965 CHF | 131 488 CHF | 99,20% | 99,20% |
12/08/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 400 066 CHF | 135 855 CHF | 98,82% | 98,82% |
09/08/2024 | 1,91% | 0,53 CHF | 0,54 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 389 080 CHF | 132 193 CHF | 99,09% | 99,09% |
08/08/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 623 862 | 207 954 | 301 466 CHF | 102 568 CHF | 99,10% | 99,10% |
07/08/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 889 | 200 296 | 300 979 CHF | 102 329 CHF | 99,03% | 99,03% |
06/08/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 750 000 | 250 000 | 729 457 | 243 152 | 339 627 CHF | 115 640 CHF | 98,30% | 98,30% |
02/08/2024 | 1,66% | 0,53 CHF | 0,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 358 425 CHF | 121 475 CHF | 98,67% | 98,67% |
30/07/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 480 760 CHF | 162 253 CHF | 98,95% | 98,95% |