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 | 0,49% | 2,18 CHF | 2,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 620 215 CHF | 207 738 CHF | 95,74% | 95,74% |
14/08/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 557 253 CHF | 186 751 CHF | 97,64% | 97,64% |
13/08/2024 | 0,53% | 1,81 CHF | 1,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 564 433 CHF | 189 144 CHF | 99,23% | 99,23% |
12/08/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 561 496 CHF | 188 165 CHF | 95,99% | 95,99% |
09/08/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 546 212 CHF | 183 071 CHF | 99,23% | 99,23% |
08/08/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 533 769 CHF | 178 923 CHF | 95,43% | 95,43% |
07/08/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 550 119 CHF | 184 373 CHF | 93,85% | 93,85% |
06/08/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 544 619 CHF | 182 540 CHF | 99,18% | 99,18% |
02/08/2024 | 0,51% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 584 823 CHF | 195 941 CHF | 99,19% | 99,19% |
30/07/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 599 315 CHF | 200 772 CHF | 99,22% | 99,22% |