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 | 1,39% | 0,72 CHF | 0,73 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 535 073 CHF | 72 343 CHF | 93,48% | 93,48% |
14/08/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 535 308 CHF | 72 374 CHF | 92,91% | 92,91% |
13/08/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 527 312 CHF | 71 308 CHF | 98,90% | 98,90% |
12/08/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 538 770 CHF | 72 836 CHF | 94,60% | 94,60% |
09/08/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 554 342 CHF | 74 912 CHF | 94,02% | 94,02% |
08/08/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 546 862 CHF | 73 915 CHF | 98,89% | 98,89% |
07/08/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 550 652 CHF | 74 420 CHF | 98,58% | 98,58% |
06/08/2024 | 1,40% | 0,72 CHF | 0,73 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 530 524 CHF | 71 737 CHF | 99,21% | 99,21% |
02/08/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 629 626 CHF | 84 950 CHF | 98,30% | 98,30% |
30/07/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 555 826 CHF | 75 110 CHF | 98,23% | 98,23% |