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 | 0,58% | 1,71 CHF | 1,72 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 428 542 CHF | 172 417 CHF | 99,17% | 99,17% |
14/08/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 422 573 CHF | 170 029 CHF | 97,68% | 97,68% |
13/08/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 424 235 CHF | 170 694 CHF | 99,16% | 99,16% |
12/08/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 417 210 CHF | 167 884 CHF | 99,17% | 99,17% |
09/08/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 418 344 CHF | 168 338 CHF | 99,17% | 99,17% |
08/08/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 424 620 CHF | 170 848 CHF | 99,17% | 99,17% |
07/08/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 424 665 CHF | 170 866 CHF | 99,17% | 99,17% |
06/08/2024 | 0,56% | 1,74 CHF | 1,75 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 443 077 CHF | 178 231 CHF | 98,86% | 98,86% |
02/08/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 451 576 CHF | 181 630 CHF | 97,60% | 97,60% |
30/07/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 434 323 CHF | 174 729 CHF | 99,37% | 99,37% |