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 | 0,34% | 3,03 CHF | 3,04 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 788 180 CHF | 598 061 CHF | 98,74% | 98,74% |
14/08/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 759 300 CHF | 588 432 CHF | 98,79% | 98,79% |
13/08/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 726 080 CHF | 577 361 CHF | 98,74% | 98,74% |
12/08/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 718 380 CHF | 574 794 CHF | 98,81% | 98,81% |
09/08/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 701 630 CHF | 569 209 CHF | 98,73% | 98,73% |
08/08/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 642 690 CHF | 549 563 CHF | 98,68% | 98,68% |
07/08/2024 | 0,36% | 2,82 CHF | 2,83 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 665 310 CHF | 557 104 CHF | 98,75% | 98,75% |
06/08/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 620 950 CHF | 542 317 CHF | 98,65% | 98,65% |
02/08/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 679 640 CHF | 561 879 CHF | 98,67% | 98,67% |
30/07/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 787 740 CHF | 597 912 CHF | 98,74% | 98,74% |