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 | 0,68% | 1,46 CHF | 1,47 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 735 366 CHF | 148 073 CHF | 99,27% | 99,27% |
14/08/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 731 696 CHF | 147 339 CHF | 99,25% | 99,25% |
13/08/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 734 274 CHF | 147 855 CHF | 99,27% | 99,27% |
12/08/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 729 994 CHF | 146 999 CHF | 99,27% | 99,27% |
09/08/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 735 878 CHF | 148 176 CHF | 99,27% | 99,27% |
08/08/2024 | 0,66% | 1,48 CHF | 1,49 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 752 685 CHF | 151 537 CHF | 99,27% | 99,27% |
07/08/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 740 584 CHF | 149 117 CHF | 99,27% | 99,27% |
06/08/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 743 524 CHF | 149 705 CHF | 99,27% | 99,27% |
02/08/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 708 275 CHF | 142 655 CHF | 99,26% | 99,26% |
31/07/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 691 903 CHF | 139 381 CHF | 37,94% | 37,94% |