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 | 0,86% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 348 706 CHF | 117 235 CHF | 94,99% | 94,99% |
14/08/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 351 329 CHF | 118 110 CHF | 99,36% | 99,36% |
13/08/2024 | 0,82% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 362 554 CHF | 121 851 CHF | 99,39% | 99,39% |
12/08/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 358 761 CHF | 120 587 CHF | 98,86% | 98,86% |
09/08/2024 | 0,91% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 326 966 CHF | 109 989 CHF | 98,69% | 98,69% |
08/08/2024 | 0,86% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 347 525 CHF | 116 842 CHF | 98,57% | 98,57% |
07/08/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 341 304 CHF | 114 768 CHF | 91,99% | 91,99% |
06/08/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 333 023 CHF | 112 008 CHF | 99,36% | 99,36% |
02/08/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 316 017 CHF | 106 339 CHF | 99,26% | 99,26% |
30/07/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 311 556 CHF | 104 852 CHF | 99,30% | 99,30% |