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 | 0,86% | 1,11 CHF | 1,12 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 579 926 CHF | 116 985 CHF | 99,27% | 99,27% |
14/08/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 604 794 CHF | 121 959 CHF | 99,24% | 99,24% |
13/08/2024 | 0,78% | 1,25 CHF | 1,26 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 640 109 CHF | 129 022 CHF | 99,27% | 99,27% |
12/08/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 637 072 CHF | 128 414 CHF | 99,27% | 99,27% |
09/08/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 652 324 CHF | 131 465 CHF | 99,27% | 99,27% |
08/08/2024 | 0,71% | 1,35 CHF | 1,36 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 697 667 CHF | 140 533 CHF | 99,26% | 99,26% |
07/08/2024 | 0,72% | 1,33 CHF | 1,34 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 691 213 CHF | 139 243 CHF | 99,27% | 99,27% |
06/08/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 734 347 CHF | 147 869 CHF | 99,22% | 99,22% |
02/08/2024 | 0,76% | 1,39 CHF | 1,40 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 657 507 CHF | 132 501 CHF | 99,24% | 99,24% |
31/07/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 553 708 CHF | 111 742 CHF | 37,94% | 37,94% |