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 | 0,33% | 2,90 CHF | 2,91 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 806 130 CHF | 604 042 CHF | 99,22% | 99,22% |
14/08/2024 | 0,34% | 3,03 CHF | 3,04 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 782 630 CHF | 596 209 CHF | 99,20% | 99,20% |
13/08/2024 | 0,32% | 2,99 CHF | 3,00 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 844 030 CHF | 616 677 CHF | 99,21% | 99,21% |
12/08/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 844 970 CHF | 616 989 CHF | 99,22% | 99,22% |
09/08/2024 | 0,33% | 3,07 CHF | 3,08 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 837 990 CHF | 614 663 CHF | 99,18% | 99,18% |
08/08/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 878 870 CHF | 628 291 CHF | 99,08% | 99,08% |
07/08/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 817 350 CHF | 607 785 CHF | 99,14% | 99,14% |
06/08/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 802 900 CHF | 602 967 CHF | 98,92% | 98,92% |
02/08/2024 | 0,35% | 2,93 CHF | 2,94 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 724 200 CHF | 576 733 CHF | 98,93% | 98,93% |
30/07/2024 | 0,37% | 2,77 CHF | 2,78 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 614 110 CHF | 540 035 CHF | 99,19% | 99,19% |