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 | 1,55% | 0,65 CHF | 0,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 385 333 CHF | 130 444 CHF | 83,83% | 83,83% |
14/08/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 377 189 CHF | 127 730 CHF | 91,10% | 91,10% |
13/08/2024 | 1,78% | 0,58 CHF | 0,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 334 447 CHF | 113 482 CHF | 94,70% | 94,70% |
12/08/2024 | 1,64% | 0,58 CHF | 0,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 362 552 CHF | 122 851 CHF | 83,08% | 83,08% |
09/08/2024 | 1,61% | 0,60 CHF | 0,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 370 798 CHF | 125 599 CHF | 90,23% | 90,23% |
08/08/2024 | 1,67% | 0,63 CHF | 0,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 355 997 CHF | 120 666 CHF | 93,24% | 93,24% |
07/08/2024 | 1,68% | 0,65 CHF | 0,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 354 960 CHF | 120 320 CHF | 95,32% | 95,32% |
06/08/2024 | 1,70% | 0,60 CHF | 0,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 350 609 CHF | 118 870 CHF | 97,43% | 97,43% |
02/08/2024 | 1,36% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 329 827 CHF | 111 442 CHF | 95,88% | 95,88% |
30/07/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 420 566 CHF | 141 689 CHF | 90,56% | 90,56% |