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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/08/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 538,151 CHF | 181,384 CHF | 99.18% | 99.18% |
12/08/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 544,483 CHF | 183,494 CHF | 99.27% | 99.27% |
09/08/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 530,678 CHF | 178,893 CHF | 99.23% | 99.23% |
08/08/2024 | 1.25% | 0.84 CHF | 0.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 479,050 CHF | 161,683 CHF | 99.26% | 99.26% |
07/08/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 483,419 CHF | 163,140 CHF | 99.16% | 99.16% |
06/08/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 750,000 | 250,000 | 737,711 | 245,904 | 533,493 CHF | 180,290 CHF | 98.66% | 98.66% |
02/08/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 531,061 CHF | 179,020 CHF | 97.95% | 97.95% |
31/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 654,059 CHF | 220,020 CHF | 37.91% | 37.91% |
30/07/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 644,477 CHF | 216,826 CHF | 99.27% | 99.27% |
29/07/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 645,273 CHF | 217,091 CHF | 99.26% | 99.26% |