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 | 1,34% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 222 242 CHF | 75 081 CHF | 95,53% | 95,53% |
14/08/2024 | 1,50% | 0,69 CHF | 0,70 CHF | 300 000 | 100 000 | 348 821 | 116 274 | 230 850 CHF | 78 113 CHF | 91,69% | 91,69% |
13/08/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 281 628 CHF | 95 376 CHF | 99,35% | 99,35% |
12/08/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 443 049 | 147 683 | 287 374 CHF | 97 268 CHF | 98,82% | 98,82% |
09/08/2024 | 1,62% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 275 333 CHF | 93 278 CHF | 98,42% | 98,42% |
08/08/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 433 289 | 144 430 | 267 817 CHF | 90 717 CHF | 98,99% | 98,99% |
07/08/2024 | 1,62% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 275 839 CHF | 93 446 CHF | 96,44% | 96,44% |
06/08/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 265 576 CHF | 90 025 CHF | 98,19% | 98,19% |
02/08/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 312 749 | 104 250 | 210 487 CHF | 71 205 CHF | 99,05% | 99,05% |
30/07/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 270 702 CHF | 91 234 CHF | 98,37% | 98,37% |