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 | 1,86% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 240 160 CHF | 81 553 CHF | 98,88% | 98,88% |
14/08/2024 | 1,76% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 473 263 | 157 754 | 265 482 CHF | 90 071 CHF | 99,28% | 99,28% |
13/08/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 271 962 CHF | 92 154 CHF | 98,94% | 98,94% |
12/08/2024 | 1,59% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 281 268 CHF | 95 256 CHF | 98,48% | 98,48% |
09/08/2024 | 1,67% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 017 | 150 006 | 267 754 CHF | 90 752 CHF | 99,50% | 99,50% |
08/08/2024 | 1,73% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 258 974 CHF | 87 825 CHF | 99,19% | 99,19% |
07/08/2024 | 1,71% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 261 371 CHF | 88 624 CHF | 99,34% | 99,34% |
06/08/2024 | 1,64% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 350 343 | 116 781 | 210 148 CHF | 71 217 CHF | 99,04% | 99,04% |
02/08/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 320 575 CHF | 108 358 CHF | 99,15% | 99,15% |
30/07/2024 | 1,25% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 357 763 CHF | 120 754 CHF | 99,48% | 99,48% |