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 | 0,83% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 366 372 CHF | 123 124 CHF | 95,83% | 95,83% |
14/08/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 297 533 CHF | 100 178 CHF | 97,76% | 97,76% |
13/08/2024 | 0,98% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 304 602 CHF | 102 534 CHF | 99,40% | 99,40% |
12/08/2024 | 0,99% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 301 546 CHF | 101 515 CHF | 96,13% | 96,13% |
09/08/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 288 784 CHF | 97 261 CHF | 99,17% | 99,17% |
08/08/2024 | 1,08% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 277 243 CHF | 93 415 CHF | 95,51% | 95,51% |
07/08/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 293 826 CHF | 98 942 CHF | 93,76% | 93,76% |
06/08/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 233 560 | 77 853 | 230 337 CHF | 77 558 CHF | 99,11% | 99,11% |
02/08/2024 | 0,93% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 322 041 CHF | 108 347 CHF | 97,10% | 97,10% |
30/07/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 328 856 CHF | 110 619 CHF | 97,58% | 97,58% |