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 | 0,37% | 2,74 CHF | 2,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 808 670 CHF | 270 557 CHF | 97,08% | 97,08% |
14/08/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 785 403 CHF | 262 801 CHF | 98,83% | 98,83% |
13/08/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 772 848 CHF | 258 616 CHF | 99,23% | 99,23% |
12/08/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 774 464 CHF | 259 155 CHF | 98,64% | 98,64% |
09/08/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 780 547 CHF | 261 182 CHF | 99,22% | 99,22% |
08/08/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 747 568 CHF | 250 189 CHF | 99,21% | 99,21% |
07/08/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 742 371 CHF | 248 457 CHF | 99,22% | 99,22% |
06/08/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 707 195 CHF | 236 732 CHF | 99,14% | 99,14% |
02/08/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 772 684 CHF | 258 561 CHF | 99,18% | 99,18% |
30/07/2024 | 0,38% | 2,68 CHF | 2,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 797 274 CHF | 266 758 CHF | 98,29% | 98,29% |