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 | 0,44% | 2,34 CHF | 2,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 686 606 CHF | 229 869 CHF | 99,23% | 99,23% |
14/08/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 667 727 CHF | 223 576 CHF | 99,24% | 99,24% |
13/08/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 667 241 CHF | 223 414 CHF | 99,24% | 99,24% |
12/08/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 675 888 CHF | 226 296 CHF | 99,21% | 99,21% |
09/08/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 660 788 CHF | 221 263 CHF | 99,23% | 99,23% |
08/08/2024 | 0,47% | 2,17 CHF | 2,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 640 107 CHF | 214 369 CHF | 99,19% | 99,19% |
07/08/2024 | 0,47% | 2,18 CHF | 2,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 633 970 CHF | 212 323 CHF | 99,23% | 99,23% |
06/08/2024 | 0,51% | 2,00 CHF | 2,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 587 492 CHF | 196 831 CHF | 99,18% | 99,18% |
02/08/2024 | 0,44% | 2,18 CHF | 2,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 675 505 CHF | 226 168 CHF | 99,20% | 99,20% |
30/07/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 694 214 CHF | 232 405 CHF | 99,22% | 99,22% |