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 | 0,77% | 1,36 CHF | 1,37 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 257 466 CHF | 259 466 CHF | 99,48% | 99,48% |
14/08/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 236 694 CHF | 238 694 CHF | 85,70% | 85,70% |
13/08/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 223 199 CHF | 225 199 CHF | 94,21% | 94,21% |
12/08/2024 | 0,87% | 1,11 CHF | 1,12 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 227 615 CHF | 229 615 CHF | 99,49% | 99,49% |
09/08/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 234 228 CHF | 236 228 CHF | 99,34% | 99,34% |
08/08/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 227 799 CHF | 229 799 CHF | 95,63% | 95,63% |
07/08/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 233 797 CHF | 235 797 CHF | 99,47% | 99,47% |
06/08/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 207 647 CHF | 209 647 CHF | 98,02% | 98,02% |
02/08/2024 | 0,81% | 1,17 CHF | 1,18 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 244 913 CHF | 246 913 CHF | 97,12% | 97,12% |
30/07/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 311 508 CHF | 313 508 CHF | 98,82% | 98,82% |