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 | 1,15% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 373 482 | 124 494 | 319 943 CHF | 107 893 CHF | 95,98% | 95,98% |
14/08/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 308 020 CHF | 104 173 CHF | 97,76% | 97,76% |
13/08/2024 | 1,41% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 317 939 CHF | 107 480 CHF | 99,37% | 99,37% |
12/08/2024 | 1,43% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 313 502 CHF | 106 001 CHF | 96,13% | 96,13% |
09/08/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 298 930 CHF | 101 143 CHF | 99,54% | 99,54% |
08/08/2024 | 1,56% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 285 790 CHF | 96 763 CHF | 95,38% | 95,38% |
07/08/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 304 919 CHF | 103 140 CHF | 94,18% | 94,18% |
06/08/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 349 944 | 116 648 | 242 005 CHF | 81 835 CHF | 98,71% | 98,71% |
02/08/2024 | 1,32% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 437 222 | 145 741 | 329 078 CHF | 111 150 CHF | 99,60% | 99,60% |
30/07/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 229 423 CHF | 77 474 CHF | 99,60% | 99,60% |