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 | 1,29% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 373 578 | 124 526 | 286 150 CHF | 96 629 CHF | 95,85% | 95,85% |
14/08/2024 | 1,66% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 269 035 CHF | 91 178 CHF | 97,77% | 97,77% |
13/08/2024 | 1,62% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 277 194 CHF | 93 898 CHF | 99,43% | 99,43% |
12/08/2024 | 1,63% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 273 472 CHF | 92 658 CHF | 96,15% | 96,15% |
09/08/2024 | 1,72% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 259 471 CHF | 87 990 CHF | 99,24% | 99,24% |
08/08/2024 | 1,80% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 248 686 CHF | 84 396 CHF | 95,26% | 95,26% |
07/08/2024 | 1,67% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 267 940 CHF | 90 813 CHF | 94,21% | 94,21% |
06/08/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 350 093 | 116 698 | 214 543 CHF | 72 682 CHF | 98,87% | 98,87% |
02/08/2024 | 1,49% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 318 820 | 106 273 | 212 483 CHF | 71 891 CHF | 97,13% | 97,13% |
30/07/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 203 144 CHF | 68 715 CHF | 97,85% | 97,85% |