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 | 0,93% | 1,09 CHF | 1,10 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 639 096 CHF | 215 032 CHF | 99,24% | 99,24% |
14/08/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 624 510 CHF | 210 170 CHF | 98,96% | 98,96% |
13/08/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 631 528 CHF | 212 509 CHF | 99,24% | 99,24% |
12/08/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 643 729 CHF | 216 576 CHF | 99,24% | 99,24% |
09/08/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 624 817 CHF | 210 272 CHF | 99,23% | 99,23% |
08/08/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 594 896 CHF | 200 299 CHF | 99,23% | 99,23% |
07/08/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 585 246 CHF | 197 082 CHF | 99,23% | 99,23% |
06/08/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 577 800 CHF | 194 600 CHF | 99,18% | 99,18% |
02/08/2024 | 0,97% | 0,99 CHF | 1,00 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 613 820 CHF | 206 607 CHF | 99,21% | 99,21% |
30/07/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 618 427 CHF | 208 142 CHF | 99,03% | 99,03% |