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 | 0,79% | 1,29 CHF | 1,30 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 158 623 CHF | 159 873 CHF | 99,41% | 99,41% |
14/08/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 193 469 CHF | 194 719 CHF | 77,02% | 77,02% |
13/08/2024 | 0,57% | 1,62 CHF | 1,63 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 219 653 CHF | 220 903 CHF | 98,88% | 98,88% |
12/08/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 224 460 CHF | 225 710 CHF | 98,47% | 98,47% |
09/08/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 233 089 CHF | 234 339 CHF | 95,95% | 95,95% |
08/08/2024 | 0,47% | 1,95 CHF | 1,96 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 265 053 CHF | 266 303 CHF | 96,81% | 96,81% |
07/08/2024 | 0,49% | 1,88 CHF | 1,89 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 257 324 CHF | 258 574 CHF | 98,97% | 98,97% |
06/08/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 285 841 CHF | 287 091 CHF | 98,91% | 98,91% |
02/08/2024 | 0,48% | 2,19 CHF | 2,20 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 262 153 CHF | 263 403 CHF | 95,05% | 95,05% |
30/07/2024 | 0,52% | 1,99 CHF | 2,00 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 239 250 CHF | 240 500 CHF | 99,46% | 99,46% |