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 | 0,62% | 1,61 CHF | 1,62 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 808 629 CHF | 162 726 CHF | 99,25% | 99,25% |
14/08/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 813 580 CHF | 163 716 CHF | 99,21% | 99,21% |
13/08/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 819 660 CHF | 164 932 CHF | 99,27% | 99,27% |
12/08/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 818 640 CHF | 164 728 CHF | 99,27% | 99,27% |
09/08/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 816 756 CHF | 164 351 CHF | 99,27% | 99,27% |
08/08/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 816 128 CHF | 164 226 CHF | 99,27% | 99,27% |
07/08/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 813 354 CHF | 163 671 CHF | 99,27% | 99,27% |
06/08/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 813 907 CHF | 163 781 CHF | 99,26% | 99,26% |
02/08/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 804 878 CHF | 161 976 CHF | 99,27% | 99,27% |
31/07/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 794 626 CHF | 159 925 CHF | 37,94% | 37,94% |