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 | 0,64% | 1,59 CHF | 1,60 CHF | 300 000 | 300 000 | 299 958 | 300 000 | 468 239 CHF | 471 303 CHF | 99,99% | 99,99% |
14/08/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 454 237 CHF | 457 237 CHF | 99,62% | 99,62% |
13/08/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 464 059 CHF | 467 059 CHF | 99,95% | 99,95% |
12/08/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 300 000 | 300 000 | 299 990 | 299 990 | 469 605 CHF | 472 605 CHF | 99,78% | 99,78% |
09/08/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 457 861 CHF | 460 861 CHF | 100,00% | 100,00% |
08/08/2024 | 0,67% | 1,53 CHF | 1,54 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 443 645 CHF | 446 645 CHF | 99,99% | 99,99% |
07/08/2024 | 0,67% | 1,53 CHF | 1,54 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 446 335 CHF | 449 335 CHF | 99,99% | 99,99% |
06/08/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 424 675 CHF | 427 675 CHF | 99,96% | 99,96% |
02/08/2024 | 0,64% | 1,46 CHF | 1,47 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 466 852 CHF | 469 852 CHF | 99,88% | 99,88% |
30/07/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 519 759 CHF | 522 759 CHF | 99,56% | 99,56% |