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 | 0,57% | 1,70 CHF | 1,71 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 435 153 CHF | 175 061 CHF | 99,17% | 99,17% |
14/08/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 438 743 CHF | 176 497 CHF | 97,48% | 97,48% |
13/08/2024 | 0,51% | 1,87 CHF | 1,88 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 485 312 CHF | 195 125 CHF | 99,15% | 99,15% |
12/08/2024 | 0,53% | 1,94 CHF | 1,95 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 470 858 CHF | 189 343 CHF | 99,16% | 99,16% |
09/08/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 458 308 CHF | 184 323 CHF | 99,16% | 99,16% |
08/08/2024 | 0,52% | 1,86 CHF | 1,87 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 480 769 CHF | 193 308 CHF | 99,15% | 99,15% |
07/08/2024 | 0,52% | 1,85 CHF | 1,86 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 478 885 CHF | 192 554 CHF | 99,16% | 99,16% |
06/08/2024 | 0,47% | 2,05 CHF | 2,06 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 526 092 CHF | 211 437 CHF | 99,13% | 99,13% |
02/08/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 562 454 CHF | 225 982 CHF | 97,51% | 97,51% |
31/07/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 534 017 CHF | 214 607 CHF | 37,87% | 37,87% |