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 | 1,06% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 422 485 CHF | 142 328 CHF | 98,14% | 98,14% |
14/08/2024 | 1,03% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 434 599 CHF | 146 366 CHF | 98,21% | 98,21% |
13/08/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 478 454 CHF | 160 985 CHF | 98,41% | 98,41% |
12/08/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 467 086 CHF | 157 195 CHF | 94,10% | 94,10% |
09/08/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 460 814 CHF | 155 105 CHF | 96,24% | 96,24% |
08/08/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 447 026 CHF | 150 509 CHF | 97,66% | 97,66% |
07/08/2024 | 1,01% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 444 048 CHF | 149 516 CHF | 98,59% | 98,59% |
06/08/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 415 695 CHF | 140 065 CHF | 98,74% | 98,74% |
02/08/2024 | 0,94% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 477 845 CHF | 160 782 CHF | 98,23% | 98,23% |
30/07/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 560 731 CHF | 188 410 CHF | 96,26% | 96,26% |