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 | 0,35% | 2,89 CHF | 2,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 861 413 CHF | 288 138 CHF | 98,44% | 98,44% |
14/08/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 856 869 CHF | 286 623 CHF | 96,27% | 96,27% |
13/08/2024 | 0,34% | 2,88 CHF | 2,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 868 421 CHF | 290 474 CHF | 98,70% | 98,70% |
12/08/2024 | 0,34% | 2,90 CHF | 2,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 869 587 CHF | 290 862 CHF | 99,24% | 99,24% |
09/08/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 861 522 CHF | 288 174 CHF | 99,23% | 99,23% |
08/08/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 854 561 CHF | 285 854 CHF | 99,20% | 99,20% |
07/08/2024 | 0,36% | 2,82 CHF | 2,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 834 756 CHF | 279 252 CHF | 99,23% | 99,23% |
06/08/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 823 841 CHF | 275 614 CHF | 98,35% | 98,35% |
02/08/2024 | 0,36% | 2,73 CHF | 2,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 821 228 CHF | 274 743 CHF | 99,21% | 99,21% |
30/07/2024 | 0,36% | 2,83 CHF | 2,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 828 702 CHF | 277 234 CHF | 99,14% | 99,14% |