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 | 0,66% | 1,51 CHF | 1,52 CHF | 485 000 | 485 000 | 220 943 | 220 943 | 338 856 CHF | 341 070 CHF | 99,90% | 99,90% |
14/08/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 500 000 | 500 000 | 221 110 | 221 110 | 342 459 CHF | 344 675 CHF | 99,46% | 99,46% |
13/08/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 500 000 | 500 000 | 223 746 | 223 746 | 346 780 CHF | 349 021 CHF | 99,99% | 99,99% |
12/08/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 500 000 | 500 000 | 223 557 | 223 557 | 346 446 CHF | 348 689 CHF | 99,02% | 99,02% |
09/08/2024 | 0,66% | 1,56 CHF | 1,57 CHF | 500 000 | 500 000 | 223 929 | 223 929 | 347 373 CHF | 349 616 CHF | 98,39% | 98,39% |
08/08/2024 | 0,66% | 1,56 CHF | 1,57 CHF | 500 000 | 500 000 | 164 278 | 164 278 | 255 563 CHF | 257 208 CHF | 99,97% | 99,97% |
07/08/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 490 000 | 490 000 | 197 988 | 197 988 | 294 444 CHF | 296 426 CHF | 92,28% | 92,28% |
06/08/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 490 000 | 490 000 | 221 006 | 221 006 | 325 681 CHF | 327 895 CHF | 99,98% | 99,98% |
02/08/2024 | 0,70% | 1,47 CHF | 1,48 CHF | 485 000 | 485 000 | 211 598 | 211 598 | 307 195 CHF | 309 315 CHF | 99,95% | 99,95% |
30/07/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 460 000 | 460 000 | 199 603 | 199 603 | 292 759 CHF | 294 759 CHF | 99,90% | 99,90% |