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 | 0,75% | 1,31 CHF | 1,32 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 664 770 CHF | 133 954 CHF | 99,27% | 99,27% |
14/08/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 669 716 CHF | 134 943 CHF | 99,25% | 99,25% |
13/08/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 677 529 CHF | 136 506 CHF | 99,27% | 99,27% |
12/08/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 678 363 CHF | 136 673 CHF | 99,27% | 99,27% |
09/08/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 677 076 CHF | 136 415 CHF | 99,27% | 99,27% |
08/08/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 690 630 CHF | 139 126 CHF | 99,27% | 99,27% |
07/08/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 670 889 CHF | 135 178 CHF | 99,27% | 99,27% |
06/08/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 684 630 CHF | 137 926 CHF | 99,26% | 99,26% |
02/08/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 664 193 CHF | 133 839 CHF | 99,26% | 99,26% |
31/07/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 642 210 CHF | 129 442 CHF | 37,94% | 37,94% |