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 | 1,56% | 0,70 CHF | 0,71 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 382 684 CHF | 129 561 CHF | 99,55% | 99,55% |
14/08/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 353 709 CHF | 119 903 CHF | 99,60% | 99,60% |
13/08/2024 | 1,72% | 0,58 CHF | 0,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 344 992 CHF | 116 997 CHF | 99,68% | 99,68% |
12/08/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 354 051 CHF | 120 017 CHF | 99,60% | 99,60% |
09/08/2024 | 1,63% | 0,59 CHF | 0,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 365 600 CHF | 123 867 CHF | 99,55% | 99,55% |
08/08/2024 | 1,71% | 0,60 CHF | 0,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 348 471 CHF | 118 157 CHF | 99,39% | 99,39% |
07/08/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 368 793 CHF | 124 931 CHF | 99,60% | 99,60% |
06/08/2024 | 1,79% | 0,58 CHF | 0,59 CHF | 600 000 | 200 000 | 704 644 | 234 881 | 389 128 CHF | 132 058 CHF | 98,49% | 98,49% |
02/08/2024 | 1,94% | 0,46 CHF | 0,47 CHF | 750 000 | 250 000 | 709 617 | 236 539 | 362 963 CHF | 123 353 CHF | 99,41% | 99,41% |
30/07/2024 | 1,45% | 0,63 CHF | 0,64 CHF | 600 000 | 200 000 | 453 343 | 151 114 | 310 245 CHF | 104 926 CHF | 99,57% | 99,57% |