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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/08/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 347,144 CHF | 348,444 CHF | 99.26% | 99.26% |
13/08/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 338,622 CHF | 339,922 CHF | 100.00% | 100.00% |
12/08/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 335,934 CHF | 337,234 CHF | 98.53% | 98.53% |
09/08/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 333,446 CHF | 334,746 CHF | 100.00% | 100.00% |
08/08/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 130,000 | 130,000 | 136,017 | 136,017 | 337,297 CHF | 338,657 CHF | 99.94% | 99.94% |
07/08/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 130,000 | 130,000 | 131,888 | 131,888 | 329,014 CHF | 330,333 CHF | 99.99% | 99.99% |
06/08/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 333,357 CHF | 334,757 CHF | 99.86% | 99.86% |
02/08/2024 | 0.39% | 2.47 CHF | 2.48 CHF | 140,000 | 140,000 | 130,220 | 130,220 | 331,999 CHF | 333,302 CHF | 99.80% | 99.80% |
31/07/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 347,550 CHF | 348,750 CHF | 39.24% | 39.24% |
30/07/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 130,000 | 130,000 | 121,646 | 121,646 | 345,579 CHF | 346,796 CHF | 99.99% | 99.99% |