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 | 0,54% | 1,89 CHF | 1,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 552 837 CHF | 185 279 CHF | 99,23% | 99,23% |
14/08/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 534 224 CHF | 179 075 CHF | 99,23% | 99,23% |
13/08/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 534 373 CHF | 179 124 CHF | 99,23% | 99,23% |
12/08/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 542 794 CHF | 181 931 CHF | 99,24% | 99,24% |
09/08/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 528 488 CHF | 177 163 CHF | 99,23% | 99,23% |
08/08/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 508 588 CHF | 170 529 CHF | 99,19% | 99,19% |
07/08/2024 | 0,60% | 1,74 CHF | 1,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 502 410 CHF | 168 470 CHF | 99,23% | 99,23% |
06/08/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 457 005 CHF | 153 335 CHF | 99,13% | 99,13% |
02/08/2024 | 0,55% | 1,74 CHF | 1,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 543 768 CHF | 182 256 CHF | 99,21% | 99,21% |
30/07/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 560 220 CHF | 187 740 CHF | 99,22% | 99,22% |