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 | 0,35% | 2,89 CHF | 2,90 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 432 280 CHF | 287 455 CHF | 99,27% | 99,27% |
14/08/2024 | 0,36% | 2,84 CHF | 2,85 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 400 490 CHF | 281 099 CHF | 99,25% | 99,25% |
13/08/2024 | 0,37% | 2,74 CHF | 2,75 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 365 800 CHF | 274 160 CHF | 99,27% | 99,27% |
12/08/2024 | 0,36% | 2,74 CHF | 2,75 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 371 250 CHF | 275 250 CHF | 99,27% | 99,27% |
09/08/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 351 610 CHF | 271 323 CHF | 99,25% | 99,25% |
08/08/2024 | 0,39% | 2,64 CHF | 2,65 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 296 000 CHF | 260 199 CHF | 99,25% | 99,25% |
07/08/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 303 050 CHF | 261 611 CHF | 99,25% | 99,25% |
06/08/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 240 520 CHF | 249 105 CHF | 99,22% | 99,22% |
02/08/2024 | 0,37% | 2,66 CHF | 2,67 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 350 180 CHF | 271 035 CHF | 99,22% | 99,22% |
31/07/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 477 750 CHF | 296 551 CHF | 37,93% | 37,93% |