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 | 0,48% | 2,21 CHF | 2,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 624 805 CHF | 209 268 CHF | 99,23% | 99,23% |
14/08/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 591 344 CHF | 198 115 CHF | 99,23% | 99,23% |
13/08/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 573 607 CHF | 192 202 CHF | 99,23% | 99,23% |
12/08/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 576 940 CHF | 193 313 CHF | 99,24% | 99,24% |
09/08/2024 | 0,52% | 1,89 CHF | 1,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 581 215 CHF | 194 738 CHF | 99,22% | 99,22% |
08/08/2024 | 0,54% | 1,92 CHF | 1,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 556 592 CHF | 186 531 CHF | 99,16% | 99,16% |
07/08/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 582 889 CHF | 195 296 CHF | 99,20% | 99,20% |
06/08/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 531 580 CHF | 178 193 CHF | 99,15% | 99,15% |
02/08/2024 | 0,57% | 1,58 CHF | 1,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 526 164 CHF | 176 388 CHF | 99,15% | 99,15% |
30/07/2024 | 0,46% | 2,05 CHF | 2,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 651 824 CHF | 218 275 CHF | 99,21% | 99,21% |