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 | 0,94% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 421 014 | 140 338 | 444 360 CHF | 149 523 CHF | 98,74% | 98,74% |
14/08/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 456 688 CHF | 153 729 CHF | 98,93% | 98,93% |
13/08/2024 | 1,03% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 435 975 CHF | 146 825 CHF | 99,10% | 99,10% |
12/08/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 429 186 CHF | 144 562 CHF | 98,96% | 98,96% |
09/08/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 425 449 CHF | 143 316 CHF | 99,05% | 99,05% |
08/08/2024 | 1,15% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 388 446 CHF | 130 982 CHF | 98,83% | 98,83% |
07/08/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 402 639 CHF | 135 713 CHF | 98,91% | 98,91% |
06/08/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 383 896 CHF | 129 465 CHF | 97,76% | 97,76% |
02/08/2024 | 1,10% | 0,88 CHF | 0,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 408 017 CHF | 137 506 CHF | 98,99% | 98,99% |
30/07/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 315 680 CHF | 106 227 CHF | 98,66% | 98,66% |