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% | 1,79 CHF | 1,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 780 272 CHF | 261 591 CHF | 96,86% | 96,86% |
14/08/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 770 516 CHF | 258 339 CHF | 98,67% | 98,67% |
13/08/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 754 663 CHF | 253 054 CHF | 98,77% | 98,77% |
12/08/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 744 520 CHF | 249 673 CHF | 98,81% | 98,81% |
09/08/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 736 739 CHF | 247 080 CHF | 98,73% | 98,73% |
08/08/2024 | 0,62% | 1,68 CHF | 1,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 726 992 CHF | 243 831 CHF | 98,22% | 98,22% |
07/08/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 723 088 CHF | 242 529 CHF | 98,81% | 98,81% |
06/08/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 699 579 CHF | 234 693 CHF | 98,70% | 98,70% |
02/08/2024 | 0,59% | 1,63 CHF | 1,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 762 725 CHF | 255 742 CHF | 98,65% | 98,65% |
30/07/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 872 020 CHF | 292 173 CHF | 98,35% | 98,35% |