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 | 0,96% | 1,14 CHF | 1,15 CHF | 300 000 | 100 000 | 373 623 | 124 541 | 384 922 CHF | 129 553 CHF | 95,78% | 95,78% |
14/08/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 386 871 CHF | 130 457 CHF | 97,75% | 97,75% |
13/08/2024 | 1,13% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 397 064 CHF | 133 855 CHF | 99,37% | 99,37% |
12/08/2024 | 1,14% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 390 946 CHF | 131 815 CHF | 96,12% | 96,12% |
09/08/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 375 598 CHF | 126 699 CHF | 99,30% | 99,30% |
08/08/2024 | 1,24% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 361 803 CHF | 122 101 CHF | 95,34% | 95,34% |
07/08/2024 | 1,16% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 384 755 CHF | 129 752 CHF | 94,19% | 94,19% |
06/08/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 450 000 | 150 000 | 350 399 | 116 800 | 303 290 CHF | 102 265 CHF | 99,16% | 99,16% |
02/08/2024 | 1,09% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 412 473 CHF | 138 991 CHF | 99,59% | 99,59% |
30/07/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 439 207 | 146 402 | 417 198 CHF | 140 530 CHF | 99,59% | 99,59% |