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 | 0,31% | 3,11 CHF | 3,12 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 936 430 CHF | 647 476 CHF | 99,20% | 99,20% |
14/08/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 912 200 CHF | 639 401 CHF | 99,20% | 99,20% |
13/08/2024 | 0,30% | 3,21 CHF | 3,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 974 180 CHF | 660 060 CHF | 99,20% | 99,20% |
12/08/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 975 280 CHF | 660 427 CHF | 99,22% | 99,22% |
09/08/2024 | 0,30% | 3,29 CHF | 3,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 967 830 CHF | 657 942 CHF | 99,15% | 99,15% |
08/08/2024 | 0,30% | 3,30 CHF | 3,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 008 020 CHF | 671 338 CHF | 99,08% | 99,08% |
07/08/2024 | 0,31% | 3,28 CHF | 3,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 946 560 CHF | 650 855 CHF | 99,15% | 99,15% |
06/08/2024 | 0,31% | 3,27 CHF | 3,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 931 090 CHF | 645 697 CHF | 98,95% | 98,95% |
02/08/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 854 450 CHF | 620 151 CHF | 98,94% | 98,94% |
30/07/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 747 070 CHF | 584 357 CHF | 99,20% | 99,20% |