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 | 1,27% | 0,84 CHF | 0,85 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 352 541 CHF | 79 343 CHF | 99,16% | 99,16% |
14/08/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 340 215 CHF | 76 603 CHF | 97,46% | 97,46% |
13/08/2024 | 1,34% | 0,71 CHF | 0,72 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 333 246 CHF | 75 055 CHF | 98,57% | 98,57% |
12/08/2024 | 1,41% | 0,69 CHF | 0,70 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 317 315 CHF | 71 514 CHF | 99,16% | 99,16% |
09/08/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 310 468 CHF | 69 993 CHF | 99,08% | 99,08% |
08/08/2024 | 1,89% | 0,58 CHF | 0,59 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 236 752 CHF | 53 612 CHF | 99,17% | 99,17% |
07/08/2024 | 2,08% | 0,49 CHF | 0,50 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 214 516 CHF | 48 670 CHF | 99,16% | 99,16% |
06/08/2024 | 2,09% | 0,51 CHF | 0,52 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 213 016 CHF | 48 337 CHF | 98,89% | 98,89% |
02/08/2024 | 2,81% | 0,34 CHF | 0,35 CHF | 450 000 | 100 000 | 456 506 | 100 000 | 160 282 CHF | 36 131 CHF | 97,06% | 97,06% |
31/07/2024 | 2,35% | 0,43 CHF | 0,44 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 189 322 CHF | 43 072 CHF | 38,09% | 38,09% |