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 | 1,07% | 1,01 CHF | 1,02 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 186 489 CHF | 188 489 CHF | 99,61% | 99,61% |
14/08/2024 | 1,25% | 0,91 CHF | 0,92 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 159 830 CHF | 161 830 CHF | 99,28% | 99,28% |
13/08/2024 | 1,53% | 0,70 CHF | 0,71 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 130 186 CHF | 132 186 CHF | 99,80% | 99,80% |
12/08/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 137 208 CHF | 139 208 CHF | 98,20% | 98,20% |
09/08/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 137 084 CHF | 139 084 CHF | 99,55% | 99,55% |
08/08/2024 | 1,97% | 0,60 CHF | 0,61 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 101 674 CHF | 103 674 CHF | 97,16% | 97,16% |
07/08/2024 | 1,71% | 0,69 CHF | 0,70 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 117 299 CHF | 119 299 CHF | 99,67% | 99,67% |
06/08/2024 | 2,35% | 0,44 CHF | 0,45 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 84 605 CHF | 86 605 CHF | 100,00% | 100,00% |
02/08/2024 | 1,39% | 0,56 CHF | 0,57 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 143 831 CHF | 145 831 CHF | 100,00% | 100,00% |
30/07/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 233 733 CHF | 235 733 CHF | 100,00% | 100,00% |