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 | 0,89% | 1,05 CHF | 1,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 501 787 CHF | 168 762 CHF | 98,40% | 98,40% |
14/08/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 517 431 CHF | 173 977 CHF | 98,74% | 98,74% |
13/08/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 530 104 CHF | 178 201 CHF | 98,76% | 98,76% |
12/08/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 523 146 CHF | 175 882 CHF | 98,75% | 98,75% |
09/08/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 512 968 CHF | 172 489 CHF | 98,82% | 98,82% |
08/08/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 530 752 CHF | 178 417 CHF | 98,69% | 98,69% |
07/08/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 514 856 CHF | 173 119 CHF | 98,78% | 98,78% |
06/08/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 545 906 CHF | 183 469 CHF | 98,73% | 98,73% |
02/08/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 544 639 CHF | 183 046 CHF | 98,75% | 98,75% |
30/07/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 474 125 CHF | 159 542 CHF | 98,72% | 98,72% |