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 | 1,14% | 0,94 CHF | 0,95 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 393 503 CHF | 88 445 CHF | 99,27% | 99,27% |
14/08/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 367 931 CHF | 82 762 CHF | 99,27% | 99,27% |
13/08/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 328 824 CHF | 74 072 CHF | 99,09% | 99,09% |
12/08/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 333 979 CHF | 75 218 CHF | 99,27% | 99,27% |
09/08/2024 | 1,32% | 0,74 CHF | 0,75 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 339 850 CHF | 76 522 CHF | 99,21% | 99,21% |
08/08/2024 | 1,42% | 0,74 CHF | 0,75 CHF | 450 000 | 100 000 | 450 546 | 100 000 | 316 360 CHF | 71 225 CHF | 99,26% | 99,26% |
07/08/2024 | 1,27% | 0,82 CHF | 0,83 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 352 418 CHF | 79 315 CHF | 99,22% | 99,22% |
06/08/2024 | 1,48% | 0,70 CHF | 0,71 CHF | 450 000 | 100 000 | 460 695 | 100 000 | 308 058 CHF | 67 939 CHF | 98,79% | 98,79% |
02/08/2024 | 1,34% | 0,70 CHF | 0,71 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 334 405 CHF | 75 312 CHF | 98,21% | 98,21% |
30/07/2024 | 0,99% | 0,95 CHF | 0,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 451 060 CHF | 151 853 CHF | 99,20% | 99,20% |