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 | 0,83% | 1,18 CHF | 1,19 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 603 252 CHF | 121 650 CHF | 99,27% | 99,27% |
14/08/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 609 568 CHF | 122 914 CHF | 99,25% | 99,25% |
13/08/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 624 594 CHF | 125 919 CHF | 99,27% | 99,27% |
12/08/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 626 301 CHF | 126 260 CHF | 99,27% | 99,27% |
09/08/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 635 422 CHF | 128 084 CHF | 99,26% | 99,26% |
08/08/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 658 603 CHF | 132 721 CHF | 99,25% | 99,25% |
07/08/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 650 680 CHF | 131 136 CHF | 99,26% | 99,26% |
06/08/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 670 163 CHF | 135 033 CHF | 99,25% | 99,25% |
02/08/2024 | 0,79% | 1,31 CHF | 1,32 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 632 460 CHF | 127 492 CHF | 99,24% | 99,24% |
30/07/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 580 918 CHF | 117 184 CHF | 99,27% | 99,27% |