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 | 0,50% | 1,97 CHF | 1,98 CHF | 275 000 | 275 000 | 277 260 | 277 260 | 551 793 CHF | 554 566 CHF | 100,00% | 100,00% |
14/08/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 285 000 | 285 000 | 279 548 | 279 548 | 556 985 CHF | 559 780 CHF | 99,69% | 99,69% |
13/08/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 285 000 | 285 000 | 283 669 | 283 669 | 565 638 CHF | 568 475 CHF | 99,74% | 99,74% |
12/08/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 280 000 | 280 000 | 278 935 | 278 935 | 552 509 CHF | 555 300 CHF | 99,24% | 99,24% |
09/08/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 280 000 | 280 000 | 278 844 | 278 844 | 545 177 CHF | 547 966 CHF | 100,00% | 100,00% |
08/08/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 280 000 | 280 000 | 283 129 | 283 129 | 554 572 CHF | 557 403 CHF | 99,99% | 99,99% |
07/08/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 280 000 | 280 000 | 279 415 | 279 415 | 541 030 CHF | 543 824 CHF | 100,00% | 100,00% |
06/08/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 290 000 | 290 000 | 287 324 | 287 324 | 561 438 CHF | 564 311 CHF | 99,97% | 99,97% |
02/08/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 275 000 | 275 000 | 269 496 | 269 496 | 510 104 CHF | 512 802 CHF | 99,93% | 99,93% |
30/07/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 250 000 | 250 000 | 248 972 | 248 972 | 447 945 CHF | 450 435 CHF | 100,00% | 100,00% |