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 | 0,57% | 1,82 CHF | 1,83 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 875 477 CHF | 880 477 CHF | 99,46% | 99,46% |
14/08/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 822 711 CHF | 827 711 CHF | 85,75% | 85,75% |
13/08/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 788 009 CHF | 793 009 CHF | 94,19% | 94,19% |
12/08/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 799 266 CHF | 804 266 CHF | 99,48% | 99,48% |
09/08/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 814 508 CHF | 819 508 CHF | 99,36% | 99,36% |
08/08/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 797 102 CHF | 802 102 CHF | 95,65% | 95,65% |
07/08/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 812 321 CHF | 817 321 CHF | 99,36% | 99,36% |
06/08/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 744 862 CHF | 749 862 CHF | 97,91% | 97,91% |
02/08/2024 | 0,59% | 1,62 CHF | 1,63 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 840 161 CHF | 845 161 CHF | 97,24% | 97,24% |
30/07/2024 | 0,49% | 2,01 CHF | 2,02 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 010 840 CHF | 1 015 840 CHF | 98,82% | 98,82% |