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 | 0,74% | 1,33 CHF | 1,34 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 202 057 CHF | 203 557 CHF | 100,00% | 100,00% |
14/08/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 203 545 CHF | 205 045 CHF | 99,26% | 99,26% |
13/08/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 150 000 | 150 000 | 152 087 | 152 087 | 207 730 CHF | 209 251 CHF | 100,00% | 100,00% |
12/08/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 150 000 | 150 000 | 150 101 | 150 101 | 204 669 CHF | 206 171 CHF | 99,24% | 99,24% |
09/08/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 160 000 | 160 000 | 155 397 | 155 397 | 211 123 CHF | 212 677 CHF | 99,99% | 99,99% |
08/08/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 219 700 CHF | 221 300 CHF | 100,00% | 100,00% |
07/08/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 150 000 | 150 000 | 151 990 | 151 990 | 203 725 CHF | 205 245 CHF | 99,98% | 99,98% |
06/08/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 220 036 CHF | 221 636 CHF | 99,98% | 99,98% |
02/08/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 160 000 | 160 000 | 151 441 | 151 441 | 201 178 CHF | 202 692 CHF | 99,92% | 99,92% |
30/07/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 138 070 CHF | 139 370 CHF | 100,00% | 100,00% |