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 | 1,47% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 314 150 CHF | 106 217 CHF | 95,63% | 95,63% |
14/08/2024 | 1,86% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 239 703 CHF | 81 401 CHF | 97,75% | 97,75% |
13/08/2024 | 1,78% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 251 555 CHF | 85 352 CHF | 99,44% | 99,44% |
12/08/2024 | 1,83% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 243 673 CHF | 82 724 CHF | 96,12% | 96,12% |
09/08/2024 | 1,92% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 232 334 CHF | 78 945 CHF | 99,37% | 99,37% |
08/08/2024 | 2,00% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 222 610 CHF | 75 703 CHF | 95,48% | 95,48% |
07/08/2024 | 1,86% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 239 298 CHF | 81 266 CHF | 93,90% | 93,90% |
06/08/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 350 394 | 116 798 | 191 065 CHF | 64 856 CHF | 99,16% | 99,16% |
02/08/2024 | 1,71% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 261 435 CHF | 88 645 CHF | 97,08% | 97,08% |
30/07/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 268 502 CHF | 91 001 CHF | 99,58% | 99,58% |