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 | 0,58% | 1,71 CHF | 1,72 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 771 805 CHF | 172 512 CHF | 99,15% | 99,15% |
14/08/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 778 448 CHF | 173 988 CHF | 97,66% | 97,66% |
13/08/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 790 948 CHF | 176 766 CHF | 99,16% | 99,16% |
12/08/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 780 333 CHF | 174 407 CHF | 99,16% | 99,16% |
09/08/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 757 833 CHF | 169 407 CHF | 99,15% | 99,15% |
08/08/2024 | 0,58% | 1,65 CHF | 1,66 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 776 650 CHF | 173 589 CHF | 99,13% | 99,13% |
07/08/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 737 645 CHF | 164 921 CHF | 99,15% | 99,15% |
06/08/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 793 388 CHF | 177 308 CHF | 99,10% | 99,10% |
02/08/2024 | 0,63% | 1,66 CHF | 1,67 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 716 787 CHF | 160 286 CHF | 97,54% | 97,54% |
31/07/2024 | 0,70% | 1,36 CHF | 1,37 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 639 669 CHF | 143 149 CHF | 37,89% | 37,89% |