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 | 0,49% | 2,06 CHF | 2,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 912 812 CHF | 305 771 CHF | 98,13% | 98,13% |
14/08/2024 | 0,50% | 2,07 CHF | 2,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 896 585 CHF | 300 362 CHF | 98,21% | 98,21% |
13/08/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 847 523 CHF | 284 008 CHF | 98,42% | 98,42% |
12/08/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 860 721 CHF | 288 407 CHF | 94,11% | 94,11% |
09/08/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 861 352 CHF | 288 617 CHF | 96,24% | 96,24% |
08/08/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 868 129 CHF | 290 876 CHF | 97,66% | 97,66% |
07/08/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 873 017 CHF | 292 506 CHF | 98,58% | 98,58% |
06/08/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 890 103 CHF | 298 201 CHF | 98,76% | 98,76% |
02/08/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 842 000 CHF | 282 167 CHF | 98,24% | 98,24% |
30/07/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 783 091 CHF | 262 530 CHF | 96,28% | 96,28% |