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 | 2,23% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 332 854 | 110 951 | 191 678 CHF | 65 335 CHF | 99,27% | 99,27% |
14/08/2024 | 2,31% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 250 281 CHF | 85 377 CHF | 99,27% | 99,27% |
13/08/2024 | 2,39% | 0,54 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 241 969 CHF | 82 606 CHF | 99,17% | 99,17% |
12/08/2024 | 2,59% | 0,54 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 242 146 CHF | 82 836 CHF | 99,27% | 99,27% |
09/08/2024 | 2,81% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 236 776 CHF | 81 175 CHF | 99,23% | 99,23% |
08/08/2024 | 3,02% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 220 576 CHF | 75 776 CHF | 99,27% | 99,27% |
07/08/2024 | 2,87% | 0,51 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 231 812 CHF | 79 521 CHF | 99,17% | 99,17% |
06/08/2024 | 2,94% | 0,50 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 226 672 CHF | 77 807 CHF | 98,70% | 98,70% |
02/08/2024 | 2,58% | 0,54 CHF | 0,56 CHF | 450 000 | 150 000 | 337 876 | 112 625 | 193 545 CHF | 66 205 CHF | 97,88% | 97,88% |
31/07/2024 | 2,18% | 0,68 CHF | 0,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 204 255 CHF | 69 585 CHF | 37,85% | 37,85% |