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 | 0,35% | 2,88 CHF | 2,89 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 698 010 CHF | 568 004 CHF | 98,74% | 98,74% |
14/08/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 669 410 CHF | 558 468 CHF | 98,78% | 98,78% |
13/08/2024 | 0,37% | 2,75 CHF | 2,76 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 636 610 CHF | 547 536 CHF | 98,73% | 98,73% |
12/08/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 628 680 CHF | 544 894 CHF | 98,81% | 98,81% |
09/08/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 612 370 CHF | 539 457 CHF | 98,73% | 98,73% |
08/08/2024 | 0,39% | 2,64 CHF | 2,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 554 240 CHF | 520 080 CHF | 98,69% | 98,69% |
07/08/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 576 510 CHF | 527 502 CHF | 98,75% | 98,75% |
06/08/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 532 960 CHF | 512 986 CHF | 98,63% | 98,63% |
02/08/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 590 950 CHF | 532 315 CHF | 98,68% | 98,68% |
30/07/2024 | 0,35% | 2,80 CHF | 2,81 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 697 450 CHF | 567 816 CHF | 98,74% | 98,74% |