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 | 0,65% | 1,60 CHF | 1,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 925 882 CHF | 310 627 CHF | 98,74% | 98,74% |
14/08/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 889 790 CHF | 298 597 CHF | 98,16% | 98,16% |
13/08/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 865 154 CHF | 290 385 CHF | 98,76% | 98,76% |
12/08/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 879 459 CHF | 295 153 CHF | 98,44% | 98,44% |
09/08/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 858 681 CHF | 288 227 CHF | 98,77% | 98,77% |
08/08/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 826 196 CHF | 277 399 CHF | 98,59% | 98,59% |
07/08/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 840 647 CHF | 282 216 CHF | 96,80% | 96,80% |
06/08/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 796 494 CHF | 267 498 CHF | 95,41% | 95,41% |
02/08/2024 | 0,66% | 1,42 CHF | 1,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 910 676 CHF | 305 559 CHF | 98,26% | 98,26% |
30/07/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 073 270 CHF | 359 756 CHF | 98,56% | 98,56% |