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 | 0,29% | 6,87 CHF | 6,89 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 3 425 240 CHF | 687 049 CHF | 99,27% | 99,27% |
14/08/2024 | 0,29% | 7,07 CHF | 7,09 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 3 389 290 CHF | 679 859 CHF | 99,24% | 99,24% |
13/08/2024 | 0,32% | 6,31 CHF | 6,33 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 3 122 820 CHF | 626 564 CHF | 99,27% | 99,27% |
12/08/2024 | 0,32% | 6,22 CHF | 6,24 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 3 104 770 CHF | 622 954 CHF | 99,27% | 99,27% |
09/08/2024 | 0,32% | 6,18 CHF | 6,20 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 3 076 400 CHF | 617 280 CHF | 99,25% | 99,25% |
08/08/2024 | 0,34% | 6,06 CHF | 6,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 971 980 CHF | 596 395 CHF | 99,22% | 99,22% |
07/08/2024 | 0,33% | 6,15 CHF | 6,17 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 3 018 130 CHF | 605 626 CHF | 99,25% | 99,25% |
06/08/2024 | 0,35% | 5,73 CHF | 5,75 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 812 860 CHF | 564 571 CHF | 99,11% | 99,11% |
02/08/2024 | 0,32% | 5,86 CHF | 5,88 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 3 081 850 CHF | 618 370 CHF | 99,12% | 99,12% |
31/07/2024 | 0,28% | 7,08 CHF | 7,10 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 3 542 180 CHF | 710 437 CHF | 37,93% | 37,93% |