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 | 0,34% | 2,97 CHF | 2,98 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 781 690 CHF | 595 897 CHF | 96,64% | 96,64% |
14/08/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 753 980 CHF | 586 659 CHF | 99,10% | 99,10% |
13/08/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 756 060 CHF | 587 353 CHF | 98,42% | 98,42% |
12/08/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 762 180 CHF | 589 394 CHF | 98,33% | 98,33% |
09/08/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 762 600 CHF | 589 533 CHF | 98,59% | 98,59% |
08/08/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 762 370 CHF | 589 455 CHF | 99,10% | 99,10% |
07/08/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 766 250 CHF | 590 751 CHF | 99,23% | 99,23% |
06/08/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 766 700 CHF | 590 901 CHF | 99,22% | 99,22% |
02/08/2024 | 0,33% | 2,98 CHF | 2,99 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 799 910 CHF | 601 971 CHF | 98,76% | 98,76% |
30/07/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 821 360 CHF | 609 118 CHF | 96,88% | 96,88% |