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 | 0,72% | 1,40 CHF | 1,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 618 516 CHF | 207 672 CHF | 98,13% | 98,13% |
14/08/2024 | 0,74% | 1,42 CHF | 1,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 603 304 CHF | 202 601 CHF | 98,19% | 98,19% |
13/08/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 555 596 CHF | 186 699 CHF | 98,41% | 98,41% |
12/08/2024 | 0,79% | 1,23 CHF | 1,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 568 522 CHF | 191 007 CHF | 94,11% | 94,11% |
09/08/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 570 427 CHF | 191 642 CHF | 96,24% | 96,24% |
08/08/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 578 858 CHF | 194 453 CHF | 97,64% | 97,64% |
07/08/2024 | 0,77% | 1,27 CHF | 1,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 582 797 CHF | 195 766 CHF | 98,58% | 98,58% |
06/08/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 602 927 CHF | 202 476 CHF | 98,75% | 98,75% |
02/08/2024 | 0,81% | 1,28 CHF | 1,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 551 764 CHF | 185 421 CHF | 98,23% | 98,23% |
30/07/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 487 686 CHF | 164 062 CHF | 96,26% | 96,26% |