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 | 0,82% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 364 834 CHF | 122 611 CHF | 99,41% | 99,41% |
14/08/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 357 494 CHF | 120 165 CHF | 99,41% | 99,41% |
13/08/2024 | 0,85% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 349 841 CHF | 117 614 CHF | 99,41% | 99,41% |
12/08/2024 | 1,00% | 1,14 CHF | 1,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 299 026 CHF | 100 675 CHF | 99,41% | 99,41% |
09/08/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 272 026 CHF | 91 675 CHF | 99,10% | 99,10% |
08/08/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 250 162 CHF | 84 387 CHF | 99,40% | 99,40% |
07/08/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 275 438 CHF | 92 813 CHF | 99,42% | 99,42% |
06/08/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 258 811 CHF | 87 270 CHF | 99,39% | 99,39% |
02/08/2024 | 0,92% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 324 700 CHF | 109 233 CHF | 99,29% | 99,29% |
30/07/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 313 098 CHF | 105 366 CHF | 98,49% | 98,49% |