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 | 1,10% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 270 776 CHF | 91 259 CHF | 98,70% | 98,70% |
14/08/2024 | 1,16% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 256 683 CHF | 86 561 CHF | 99,39% | 99,39% |
13/08/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 259 217 CHF | 87 406 CHF | 99,33% | 99,33% |
12/08/2024 | 1,05% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 285 289 CHF | 96 096 CHF | 98,24% | 98,24% |
09/08/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 297 417 CHF | 100 139 CHF | 99,13% | 99,13% |
08/08/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 290 001 CHF | 97 667 CHF | 99,13% | 99,13% |
07/08/2024 | 1,07% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 278 426 CHF | 93 809 CHF | 98,90% | 98,90% |
06/08/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 263 770 | 87 923 | 243 339 CHF | 81 992 CHF | 98,91% | 98,91% |
02/08/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 401 546 | 133 849 | 330 997 CHF | 111 671 CHF | 99,15% | 99,15% |
30/07/2024 | 1,22% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 373 402 | 124 467 | 303 446 CHF | 102 393 CHF | 93,32% | 93,32% |