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 | 0,59% | 1,72 CHF | 1,73 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 507 081 CHF | 510 081 CHF | 99,81% | 99,81% |
14/08/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 492 783 CHF | 495 783 CHF | 99,28% | 99,28% |
13/08/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 502 493 CHF | 505 493 CHF | 99,60% | 99,60% |
12/08/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 508 335 CHF | 511 335 CHF | 99,48% | 99,48% |
09/08/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 496 576 CHF | 499 576 CHF | 99,48% | 99,48% |
08/08/2024 | 0,62% | 1,66 CHF | 1,67 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 482 379 CHF | 485 379 CHF | 100,00% | 100,00% |
07/08/2024 | 0,62% | 1,66 CHF | 1,67 CHF | 300 000 | 300 000 | 299 998 | 299 999 | 485 311 CHF | 488 313 CHF | 99,41% | 99,41% |
06/08/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 463 448 CHF | 466 448 CHF | 99,55% | 99,55% |
02/08/2024 | 0,59% | 1,59 CHF | 1,60 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 505 878 CHF | 508 878 CHF | 99,98% | 99,98% |
30/07/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 558 646 CHF | 561 646 CHF | 100,00% | 100,00% |