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 | 1,76% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 380 CHF | 57 380 CHF | 99,26% | 99,26% |
14/08/2024 | 1,73% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 315 CHF | 58 315 CHF | 98,66% | 98,66% |
13/08/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 548 CHF | 55 548 CHF | 90,18% | 90,18% |
12/08/2024 | 1,84% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 815 CHF | 54 815 CHF | 98,72% | 98,72% |
09/08/2024 | 1,73% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 409 | 100 409 | 57 515 CHF | 58 519 CHF | 98,85% | 98,85% |
08/08/2024 | 2,35% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 761 CHF | 54 011 CHF | 96,63% | 96,63% |
07/08/2024 | 2,16% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 424 | 125 424 | 57 462 CHF | 58 716 CHF | 98,78% | 98,78% |
06/08/2024 | 2,76% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 151 092 | 151 088 | 54 166 CHF | 55 676 CHF | 98,86% | 98,86% |
02/08/2024 | 2,82% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 152 742 | 152 742 | 53 303 CHF | 54 830 CHF | 95,17% | 95,17% |
30/07/2024 | 2,15% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 563 CHF | 58 813 CHF | 99,44% | 99,44% |