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 | 0,63% | 1,57 CHF | 1,58 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 793 903 CHF | 159 781 CHF | 99,27% | 99,27% |
14/08/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 790 575 CHF | 159 115 CHF | 99,25% | 99,25% |
13/08/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 793 344 CHF | 159 669 CHF | 99,27% | 99,27% |
12/08/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 788 406 CHF | 158 681 CHF | 99,27% | 99,27% |
09/08/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 794 945 CHF | 159 989 CHF | 99,27% | 99,27% |
08/08/2024 | 0,61% | 1,60 CHF | 1,61 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 810 760 CHF | 163 152 CHF | 99,26% | 99,26% |
07/08/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 799 823 CHF | 160 965 CHF | 99,27% | 99,27% |
06/08/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 801 692 CHF | 161 338 CHF | 99,26% | 99,26% |
02/08/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 766 408 CHF | 154 282 CHF | 99,26% | 99,26% |
31/07/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 751 270 CHF | 151 254 CHF | 37,94% | 37,94% |