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 | 0,48% | 2,13 CHF | 2,14 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 030 430 CHF | 1 035 430 CHF | 99,47% | 99,47% |
14/08/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 977 085 CHF | 982 085 CHF | 85,60% | 85,60% |
13/08/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 941 700 CHF | 946 700 CHF | 94,19% | 94,19% |
12/08/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 953 179 CHF | 958 179 CHF | 99,50% | 99,50% |
09/08/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 967 594 CHF | 972 594 CHF | 99,37% | 99,37% |
08/08/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 949 342 CHF | 954 342 CHF | 95,64% | 95,64% |
07/08/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 964 662 CHF | 969 662 CHF | 99,27% | 99,27% |
06/08/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 895 873 CHF | 900 873 CHF | 98,08% | 98,08% |
02/08/2024 | 0,50% | 1,93 CHF | 1,94 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 992 606 CHF | 997 606 CHF | 97,15% | 97,15% |
30/07/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 165 950 CHF | 1 170 950 CHF | 98,78% | 98,78% |