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 | 0,59% | 1,70 CHF | 1,71 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 421 143 CHF | 169 457 CHF | 99,16% | 99,16% |
14/08/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 417 528 CHF | 168 011 CHF | 97,67% | 97,67% |
13/08/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 404 772 CHF | 162 909 CHF | 99,16% | 99,16% |
12/08/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 406 584 CHF | 163 634 CHF | 99,17% | 99,17% |
09/08/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 406 592 CHF | 163 637 CHF | 99,16% | 99,16% |
08/08/2024 | 0,63% | 1,63 CHF | 1,64 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 397 619 CHF | 160 048 CHF | 99,15% | 99,15% |
07/08/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
06/08/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 397 976 CHF | 160 191 CHF | 99,13% | 99,13% |
02/08/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 425 503 CHF | 171 201 CHF | 97,57% | 97,57% |
31/07/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 450 103 CHF | 181 041 CHF | 40,25% | 40,25% |