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 | 0,85% | 1,16 CHF | 1,17 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 587 327 CHF | 118 465 CHF | 99,27% | 99,27% |
14/08/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 591 136 CHF | 119 227 CHF | 99,26% | 99,26% |
13/08/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 599 785 CHF | 120 957 CHF | 99,27% | 99,27% |
12/08/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 600 119 CHF | 121 024 CHF | 99,27% | 99,27% |
09/08/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 599 814 CHF | 120 963 CHF | 99,27% | 99,27% |
08/08/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 613 231 CHF | 123 646 CHF | 99,27% | 99,27% |
07/08/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 595 182 CHF | 120 036 CHF | 99,27% | 99,27% |
06/08/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 606 930 CHF | 122 386 CHF | 99,27% | 99,27% |
02/08/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 586 773 CHF | 118 355 CHF | 99,26% | 99,26% |
31/07/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 564 949 CHF | 113 990 CHF | 37,94% | 37,94% |