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 | 1,55% | 0,62 CHF | 0,63 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 95 796 CHF | 97 296 CHF | 100,00% | 100,00% |
14/08/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 97 586 CHF | 99 086 CHF | 99,27% | 99,27% |
13/08/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 150 000 | 150 000 | 152 080 | 152 080 | 101 159 CHF | 102 680 CHF | 100,00% | 100,00% |
12/08/2024 | 1,51% | 0,67 CHF | 0,68 CHF | 150 000 | 150 000 | 150 096 | 150 096 | 99 102 CHF | 100 604 CHF | 99,24% | 99,24% |
09/08/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 160 000 | 160 000 | 155 395 | 155 395 | 102 226 CHF | 103 780 CHF | 100,00% | 100,00% |
08/08/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 108 055 CHF | 109 655 CHF | 99,98% | 99,98% |
07/08/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 150 000 | 150 000 | 151 990 | 151 990 | 97 758 CHF | 99 278 CHF | 99,99% | 99,99% |
06/08/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 109 337 CHF | 110 937 CHF | 99,95% | 99,95% |
02/08/2024 | 1,58% | 0,66 CHF | 0,67 CHF | 160 000 | 160 000 | 151 441 | 151 441 | 95 330 CHF | 96 845 CHF | 99,89% | 99,89% |
30/07/2024 | 2,81% | 0,34 CHF | 0,35 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 45 627 CHF | 46 927 CHF | 100,00% | 100,00% |