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 | 2,15% | 0,44 CHF | 0,45 CHF | 485 000 | 485 000 | 220 929 | 220 929 | 102 457 CHF | 104 670 CHF | 99,90% | 99,90% |
14/08/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 500 000 | 500 000 | 221 108 | 221 108 | 107 039 CHF | 109 255 CHF | 99,46% | 99,46% |
13/08/2024 | 2,09% | 0,49 CHF | 0,50 CHF | 500 000 | 500 000 | 223 753 | 223 753 | 108 493 CHF | 110 735 CHF | 100,00% | 100,00% |
12/08/2024 | 2,12% | 0,48 CHF | 0,49 CHF | 500 000 | 500 000 | 223 500 | 223 500 | 107 331 CHF | 109 573 CHF | 99,02% | 99,02% |
09/08/2024 | 2,09% | 0,50 CHF | 0,51 CHF | 500 000 | 500 000 | 223 908 | 223 908 | 109 502 CHF | 111 745 CHF | 98,39% | 98,39% |
08/08/2024 | 2,07% | 0,49 CHF | 0,50 CHF | 500 000 | 500 000 | 164 277 | 164 277 | 81 143 CHF | 82 788 CHF | 99,98% | 99,98% |
07/08/2024 | 2,37% | 0,44 CHF | 0,45 CHF | 490 000 | 490 000 | 270 441 | 270 441 | 119 283 CHF | 121 992 CHF | 47,85% | 92,26% |
06/08/2024 | 2,41% | 0,42 CHF | 0,44 CHF | 490 000 | 500 000 | 157 254 | 157 254 | 69 134 CHF | 70 721 CHF | 28,65% | 99,99% |
02/08/2024 | 2,65% | 0,41 CHF | 0,42 CHF | 485 000 | 485 000 | 211 650 | 211 650 | 81 779 CHF | 83 899 CHF | 99,98% | 99,98% |
30/07/2024 | 2,65% | 0,38 CHF | 0,39 CHF | 460 000 | 460 000 | 199 595 | 199 595 | 75 275 CHF | 77 275 CHF | 99,90% | 99,90% |