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 | 0,79% | 1,26 CHF | 1,27 CHF | 485 000 | 485 000 | 220 942 | 220 942 | 283 600 CHF | 285 813 CHF | 99,90% | 99,90% |
14/08/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 500 000 | 500 000 | 221 109 | 221 109 | 287 397 CHF | 289 613 CHF | 99,46% | 99,46% |
13/08/2024 | 0,78% | 1,31 CHF | 1,32 CHF | 500 000 | 500 000 | 223 772 | 223 772 | 291 465 CHF | 293 707 CHF | 99,99% | 99,99% |
12/08/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 500 000 | 500 000 | 223 561 | 223 561 | 290 663 CHF | 292 906 CHF | 99,02% | 99,02% |
09/08/2024 | 0,78% | 1,31 CHF | 1,32 CHF | 500 000 | 500 000 | 228 457 | 228 457 | 297 944 CHF | 300 233 CHF | 94,08% | 94,08% |
08/08/2024 | 0,78% | 1,31 CHF | 1,32 CHF | 500 000 | 500 000 | 164 179 | 164 179 | 214 804 CHF | 216 448 CHF | 99,95% | 99,95% |
07/08/2024 | 0,83% | 1,25 CHF | 1,26 CHF | 490 000 | 490 000 | 202 024 | 202 024 | 250 509 CHF | 252 531 CHF | 88,66% | 88,66% |
06/08/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 490 000 | 490 000 | 220 963 | 220 963 | 271 516 CHF | 273 729 CHF | 99,96% | 99,96% |
02/08/2024 | 0,85% | 1,22 CHF | 1,23 CHF | 485 000 | 485 000 | 211 682 | 211 682 | 254 847 CHF | 256 967 CHF | 99,98% | 99,98% |
30/07/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 460 000 | 460 000 | 199 602 | 199 602 | 242 274 CHF | 244 274 CHF | 99,90% | 99,90% |