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 | 1,30% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 299 941 | 100 000 | 228 594 CHF | 77 214 CHF | 99,16% | 99,16% |
14/08/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 219 209 CHF | 74 070 CHF | 97,46% | 97,46% |
13/08/2024 | 1,39% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 214 766 CHF | 72 589 CHF | 98,58% | 98,58% |
12/08/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 202 827 CHF | 68 609 CHF | 99,16% | 99,16% |
09/08/2024 | 1,51% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 197 851 CHF | 66 950 CHF | 99,08% | 99,08% |
08/08/2024 | 2,10% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 446 696 | 150 000 | 210 918 CHF | 72 296 CHF | 99,17% | 99,17% |
07/08/2024 | 2,37% | 0,43 CHF | 0,44 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 62 694 CHF | 64 194 CHF | 99,16% | 99,16% |
06/08/2024 | 2,39% | 0,46 CHF | 0,47 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 62 111 CHF | 63 611 CHF | 98,91% | 98,91% |
02/08/2024 | 3,50% | 0,27 CHF | 0,28 CHF | 150 000 | 150 000 | 268 543 | 150 016 | 76 613 CHF | 43 677 CHF | 97,06% | 97,06% |
31/07/2024 | 2,79% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 159 082 CHF | 54 527 CHF | 38,10% | 38,10% |