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 | 1,71% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 260 868 CHF | 88 456 CHF | 97,31% | 97,31% |
14/08/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 243 766 CHF | 82 755 CHF | 99,32% | 99,32% |
13/08/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 237 223 CHF | 80 574 CHF | 99,72% | 99,72% |
12/08/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 236 990 CHF | 80 497 CHF | 99,13% | 99,13% |
09/08/2024 | 1,80% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 248 030 CHF | 84 177 CHF | 99,25% | 99,25% |
08/08/2024 | 1,96% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 227 131 CHF | 77 210 CHF | 99,74% | 99,74% |
07/08/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 224 700 CHF | 76 400 CHF | 99,61% | 99,61% |
06/08/2024 | 2,18% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 536 582 | 178 861 | 243 343 CHF | 82 903 CHF | 98,44% | 98,44% |
02/08/2024 | 1,82% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 244 675 CHF | 83 058 CHF | 99,41% | 99,41% |
30/07/2024 | 1,74% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 255 941 CHF | 86 814 CHF | 98,71% | 98,71% |