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 | 0,75% | 1,32 CHF | 1,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 597 471 CHF | 200 657 CHF | 91,68% | 91,68% |
14/08/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 602 769 CHF | 202 423 CHF | 96,49% | 96,49% |
13/08/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 607 639 CHF | 204 046 CHF | 97,17% | 97,17% |
12/08/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 605 995 CHF | 203 498 CHF | 98,16% | 98,16% |
09/08/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 603 726 CHF | 202 742 CHF | 97,98% | 97,98% |
08/08/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 610 202 CHF | 204 901 CHF | 98,65% | 98,65% |
07/08/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 595 387 CHF | 199 962 CHF | 99,41% | 99,41% |
06/08/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 611 638 CHF | 205 379 CHF | 99,38% | 99,38% |
02/08/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 590 060 CHF | 198 187 CHF | 99,29% | 99,29% |
30/07/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 467 623 CHF | 157 374 CHF | 97,71% | 97,71% |