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 | 1,41% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 211 769 CHF | 71 590 CHF | 86,88% | 86,88% |
14/08/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 206 166 CHF | 69 722 CHF | 89,28% | 89,28% |
13/08/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 192 820 CHF | 65 274 CHF | 90,96% | 90,96% |
12/08/2024 | 1,57% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 189 369 CHF | 64 123 CHF | 89,99% | 89,99% |
09/08/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 190 169 CHF | 64 390 CHF | 84,89% | 84,89% |
08/08/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 186 749 CHF | 63 250 CHF | 97,44% | 97,44% |
07/08/2024 | 1,60% | 0,64 CHF | 0,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 186 070 CHF | 63 023 CHF | 96,55% | 96,55% |
06/08/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 182 153 CHF | 61 718 CHF | 98,27% | 98,27% |
02/08/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 203 901 CHF | 68 967 CHF | 98,22% | 98,22% |
30/07/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 221 092 CHF | 74 697 CHF | 97,71% | 97,71% |