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% | 1,55 CHF | 1,56 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 390 840 CHF | 157 336 CHF | 99,16% | 99,16% |
14/08/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 387 471 CHF | 155 988 CHF | 97,65% | 97,65% |
13/08/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 379 895 CHF | 152 958 CHF | 99,16% | 99,16% |
12/08/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 381 897 CHF | 153 759 CHF | 99,16% | 99,16% |
09/08/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 378 880 CHF | 152 552 CHF | 99,16% | 99,16% |
08/08/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 368 109 CHF | 148 244 CHF | 99,16% | 99,16% |
07/08/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 365 940 CHF | 147 376 CHF | 99,16% | 99,16% |
06/08/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 358 801 CHF | 144 520 CHF | 99,15% | 99,15% |
02/08/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 395 666 CHF | 159 266 CHF | 97,57% | 97,57% |
31/07/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 414 510 CHF | 166 804 CHF | 37,89% | 37,89% |