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 | 1,81% | 0,53 CHF | 0,54 CHF | 485 000 | 485 000 | 220 940 | 220 940 | 122 436 CHF | 124 649 CHF | 99,90% | 99,90% |
14/08/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 500 000 | 500 000 | 221 109 | 221 109 | 126 802 CHF | 129 018 CHF | 99,46% | 99,46% |
13/08/2024 | 1,77% | 0,58 CHF | 0,59 CHF | 500 000 | 500 000 | 223 749 | 223 749 | 128 627 CHF | 130 868 CHF | 100,00% | 100,00% |
12/08/2024 | 1,78% | 0,57 CHF | 0,58 CHF | 500 000 | 500 000 | 223 550 | 223 550 | 127 520 CHF | 129 763 CHF | 99,04% | 99,04% |
09/08/2024 | 1,76% | 0,59 CHF | 0,60 CHF | 500 000 | 500 000 | 223 928 | 223 928 | 129 601 CHF | 131 844 CHF | 98,39% | 98,39% |
08/08/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 500 000 | 500 000 | 164 347 | 164 347 | 95 903 CHF | 97 548 CHF | 100,00% | 100,00% |
07/08/2024 | 1,99% | 0,53 CHF | 0,54 CHF | 490 000 | 490 000 | 242 713 | 242 713 | 127 665 CHF | 130 095 CHF | 58,84% | 92,30% |
06/08/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 490 000 | 490 000 | 220 951 | 220 951 | 113 262 CHF | 115 476 CHF | 99,93% | 99,93% |
02/08/2024 | 2,15% | 0,50 CHF | 0,51 CHF | 485 000 | 485 000 | 211 665 | 211 665 | 100 807 CHF | 102 927 CHF | 99,98% | 99,98% |
30/07/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 460 000 | 460 000 | 199 582 | 199 582 | 93 455 CHF | 95 455 CHF | 99,89% | 99,89% |