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 | 0,93% | 1,06 CHF | 1,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 642 354 CHF | 216 118 CHF | 96,63% | 96,63% |
14/08/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 620 301 CHF | 208 767 CHF | 99,10% | 99,10% |
13/08/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 618 104 CHF | 208 035 CHF | 98,42% | 98,42% |
12/08/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 622 479 CHF | 209 493 CHF | 98,33% | 98,33% |
09/08/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 626 749 CHF | 210 916 CHF | 98,60% | 98,60% |
08/08/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 634 346 CHF | 213 449 CHF | 99,09% | 99,09% |
07/08/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 637 478 CHF | 214 493 CHF | 99,23% | 99,23% |
06/08/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 646 654 CHF | 217 551 CHF | 99,22% | 99,22% |
02/08/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 660 129 CHF | 222 043 CHF | 98,76% | 98,76% |
30/07/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 659 156 CHF | 221 719 CHF | 96,88% | 96,88% |