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 | 1,42% | 0,71 CHF | 0,72 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 524 797 CHF | 177 432 CHF | 99,27% | 99,27% |
14/08/2024 | 1,52% | 0,68 CHF | 0,69 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 490 647 CHF | 166 049 CHF | 99,27% | 99,27% |
13/08/2024 | 1,56% | 0,62 CHF | 0,63 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 475 653 CHF | 161 051 CHF | 99,17% | 99,17% |
12/08/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 455 140 CHF | 154 213 CHF | 99,27% | 99,27% |
09/08/2024 | 1,67% | 0,60 CHF | 0,61 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 446 684 CHF | 151 395 CHF | 99,23% | 99,23% |
08/08/2024 | 1,82% | 0,57 CHF | 0,58 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 409 529 CHF | 139 010 CHF | 99,25% | 99,25% |
07/08/2024 | 1,84% | 0,55 CHF | 0,56 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 404 436 CHF | 137 312 CHF | 99,17% | 99,17% |
06/08/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 360 334 CHF | 122 611 CHF | 98,70% | 98,70% |
02/08/2024 | 1,63% | 0,59 CHF | 0,60 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 455 745 CHF | 154 415 CHF | 97,91% | 97,91% |
31/07/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 534 609 CHF | 180 703 CHF | 37,83% | 37,83% |