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 | 1,30% | 0,75 CHF | 0,76 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 191 317 CHF | 77 527 CHF | 99,17% | 99,17% |
14/08/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 186 726 CHF | 75 690 CHF | 97,63% | 97,63% |
13/08/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 280 683 CHF | 113 273 CHF | 99,16% | 99,16% |
12/08/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 270 765 CHF | 109 306 CHF | 99,16% | 99,16% |
09/08/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 274 984 CHF | 110 994 CHF | 99,16% | 99,16% |
08/08/2024 | 0,83% | 1,15 CHF | 1,16 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 299 826 CHF | 120 930 CHF | 99,16% | 99,16% |
07/08/2024 | 0,84% | 1,15 CHF | 1,16 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 294 869 CHF | 118 948 CHF | 99,16% | 99,16% |
06/08/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 302 910 CHF | 122 164 CHF | 99,11% | 99,11% |
02/08/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 287 724 CHF | 116 090 CHF | 97,52% | 97,52% |
31/07/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 264 190 CHF | 106 676 CHF | 37,87% | 37,87% |