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 | 0,72% | 1,43 CHF | 1,44 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 277 799 CHF | 279 799 CHF | 99,68% | 99,68% |
14/08/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 273 104 CHF | 275 104 CHF | 99,28% | 99,28% |
13/08/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 268 890 CHF | 270 890 CHF | 99,81% | 99,81% |
12/08/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 270 063 CHF | 272 063 CHF | 99,77% | 99,77% |
09/08/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 267 538 CHF | 269 538 CHF | 99,50% | 99,50% |
08/08/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 260 969 CHF | 262 968 CHF | 97,42% | 97,42% |
07/08/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 263 784 CHF | 265 784 CHF | 99,68% | 99,68% |
06/08/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 250 867 CHF | 252 867 CHF | 99,95% | 99,95% |
02/08/2024 | 0,73% | 1,31 CHF | 1,32 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 273 255 CHF | 275 255 CHF | 99,77% | 99,77% |
30/07/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 320 598 CHF | 322 598 CHF | 100,00% | 100,00% |