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 | 0,48% | 2,12 CHF | 2,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 620 466 CHF | 207 822 CHF | 99,23% | 99,23% |
14/08/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 601 782 CHF | 201 594 CHF | 99,23% | 99,23% |
13/08/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 601 546 CHF | 201 516 CHF | 99,24% | 99,24% |
12/08/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 610 139 CHF | 204 380 CHF | 99,24% | 99,24% |
09/08/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 595 316 CHF | 199 439 CHF | 99,23% | 99,23% |
08/08/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 575 111 CHF | 192 704 CHF | 99,20% | 99,20% |
07/08/2024 | 0,53% | 1,96 CHF | 1,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 568 947 CHF | 190 649 CHF | 99,23% | 99,23% |
06/08/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 523 011 CHF | 175 337 CHF | 99,16% | 99,16% |
02/08/2024 | 0,49% | 1,96 CHF | 1,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 610 404 CHF | 204 468 CHF | 99,17% | 99,17% |
30/07/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 628 050 CHF | 210 350 CHF | 99,22% | 99,22% |