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 | 0,90% | 1,09 CHF | 1,10 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 277 891 CHF | 112 156 CHF | 99,16% | 99,16% |
14/08/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 281 691 CHF | 113 676 CHF | 97,67% | 97,67% |
13/08/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 294 757 CHF | 118 903 CHF | 99,16% | 99,16% |
12/08/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 293 062 CHF | 118 225 CHF | 99,17% | 99,17% |
09/08/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 293 408 CHF | 118 363 CHF | 99,16% | 99,16% |
08/08/2024 | 0,82% | 1,18 CHF | 1,19 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 302 855 CHF | 122 142 CHF | 99,15% | 99,15% |
07/08/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
06/08/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 302 546 CHF | 122 018 CHF | 99,13% | 99,13% |
02/08/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 276 034 CHF | 111 414 CHF | 97,58% | 97,58% |
31/07/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 251 871 CHF | 101 748 CHF | 40,27% | 40,27% |