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 | 1,93% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 230 900 CHF | 78 467 CHF | 99,27% | 99,27% |
14/08/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 498 213 | 166 071 | 243 383 CHF | 82 788 CHF | 99,27% | 99,27% |
13/08/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 578 796 | 192 932 | 279 256 CHF | 95 015 CHF | 99,18% | 99,18% |
12/08/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 558 959 | 186 320 | 271 774 CHF | 92 455 CHF | 99,27% | 99,27% |
09/08/2024 | 1,98% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 492 899 | 164 300 | 245 484 CHF | 83 471 CHF | 99,23% | 99,23% |
08/08/2024 | 2,20% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 270 499 CHF | 92 166 CHF | 99,26% | 99,26% |
07/08/2024 | 2,17% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 273 399 CHF | 93 133 CHF | 99,17% | 99,17% |
06/08/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 239 635 CHF | 81 879 CHF | 98,70% | 98,70% |
02/08/2024 | 2,12% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 537 473 | 179 158 | 250 679 CHF | 85 351 CHF | 97,91% | 97,91% |
31/07/2024 | 1,97% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 226 590 CHF | 77 030 CHF | 37,83% | 37,83% |