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 | 1,40% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 219 258 CHF | 74 086 CHF | 95,74% | 95,74% |
14/08/2024 | 1,80% | 0,56 CHF | 0,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 165 594 CHF | 56 198 CHF | 97,64% | 97,64% |
13/08/2024 | 1,75% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 170 558 CHF | 57 853 CHF | 99,24% | 99,24% |
12/08/2024 | 1,78% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 167 494 CHF | 56 831 CHF | 95,98% | 95,98% |
09/08/2024 | 1,91% | 0,54 CHF | 0,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 155 309 CHF | 52 770 CHF | 99,22% | 99,22% |
08/08/2024 | 2,03% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 146 587 CHF | 49 862 CHF | 95,44% | 95,44% |
07/08/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 160 655 CHF | 54 552 CHF | 93,86% | 93,86% |
06/08/2024 | 1,88% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 158 510 CHF | 53 837 CHF | 99,19% | 99,19% |
02/08/2024 | 1,58% | 0,54 CHF | 0,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 189 018 CHF | 64 006 CHF | 99,18% | 99,18% |
30/07/2024 | 1,52% | 0,64 CHF | 0,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 195 312 CHF | 66 104 CHF | 99,22% | 99,22% |