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 | 0,61% | 1,62 CHF | 1,63 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 820 781 CHF | 165 156 CHF | 99,27% | 99,27% |
14/08/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 832 617 CHF | 167 523 CHF | 99,25% | 99,25% |
13/08/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 839 157 CHF | 168 831 CHF | 99,27% | 99,27% |
12/08/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 837 350 CHF | 168 470 CHF | 99,27% | 99,27% |
09/08/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 841 976 CHF | 169 395 CHF | 99,27% | 99,27% |
08/08/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 855 078 CHF | 172 016 CHF | 99,26% | 99,26% |
07/08/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 849 685 CHF | 170 937 CHF | 99,27% | 99,27% |
06/08/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 853 924 CHF | 171 785 CHF | 99,26% | 99,26% |
02/08/2024 | 0,61% | 1,69 CHF | 1,70 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 822 664 CHF | 165 533 CHF | 99,26% | 99,26% |
31/07/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 793 591 CHF | 159 718 CHF | 37,94% | 37,94% |