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 | 0,87% | 1,22 CHF | 1,23 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 575 974 CHF | 580 974 CHF | 99,47% | 99,47% |
14/08/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 524 255 CHF | 529 255 CHF | 85,70% | 85,70% |
13/08/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 490 754 CHF | 495 754 CHF | 94,08% | 94,08% |
12/08/2024 | 0,99% | 0,98 CHF | 0,99 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 501 730 CHF | 506 730 CHF | 99,48% | 99,48% |
09/08/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 518 556 CHF | 523 556 CHF | 99,40% | 99,40% |
08/08/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 502 811 CHF | 507 811 CHF | 95,66% | 95,66% |
07/08/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 517 755 CHF | 522 755 CHF | 99,41% | 99,41% |
06/08/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 452 901 CHF | 457 901 CHF | 98,00% | 98,00% |
02/08/2024 | 0,91% | 1,04 CHF | 1,05 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 545 530 CHF | 550 530 CHF | 97,16% | 97,16% |
30/07/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 711 016 CHF | 716 016 CHF | 98,86% | 98,86% |