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 | 0,40% | 2,64 CHF | 2,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 753 361 CHF | 252 120 CHF | 99,23% | 99,23% |
14/08/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 719 670 CHF | 240 890 CHF | 99,23% | 99,23% |
13/08/2024 | 0,43% | 2,36 CHF | 2,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 701 219 CHF | 234 740 CHF | 99,22% | 99,22% |
12/08/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 704 592 CHF | 235 864 CHF | 99,23% | 99,23% |
09/08/2024 | 0,42% | 2,31 CHF | 2,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 708 381 CHF | 237 127 CHF | 99,21% | 99,21% |
08/08/2024 | 0,44% | 2,34 CHF | 2,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 682 887 CHF | 228 629 CHF | 99,15% | 99,15% |
07/08/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 709 418 CHF | 237 473 CHF | 99,21% | 99,21% |
06/08/2024 | 0,46% | 2,25 CHF | 2,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 656 951 CHF | 219 984 CHF | 99,13% | 99,13% |
02/08/2024 | 0,46% | 2,00 CHF | 2,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 652 758 CHF | 218 586 CHF | 99,12% | 99,12% |
30/07/2024 | 0,38% | 2,48 CHF | 2,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 780 510 CHF | 261 170 CHF | 99,22% | 99,22% |