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 | 0,74% | 1,35 CHF | 1,36 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 608 822 CHF | 136 294 CHF | 99,15% | 99,15% |
14/08/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 615 801 CHF | 137 845 CHF | 97,65% | 97,65% |
13/08/2024 | 0,71% | 1,37 CHF | 1,38 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 628 101 CHF | 140 578 CHF | 99,16% | 99,16% |
12/08/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 617 659 CHF | 138 257 CHF | 99,16% | 99,16% |
09/08/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 594 981 CHF | 133 218 CHF | 99,16% | 99,16% |
08/08/2024 | 0,73% | 1,29 CHF | 1,30 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 613 352 CHF | 137 300 CHF | 99,16% | 99,16% |
07/08/2024 | 0,78% | 1,24 CHF | 1,25 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 574 543 CHF | 128 676 CHF | 99,14% | 99,14% |
06/08/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 630 389 CHF | 141 086 CHF | 99,12% | 99,12% |
02/08/2024 | 0,81% | 1,29 CHF | 1,30 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 553 506 CHF | 124 001 CHF | 97,55% | 97,55% |
31/07/2024 | 0,94% | 1,00 CHF | 1,01 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 476 643 CHF | 106 921 CHF | 37,89% | 37,89% |