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 | 0,93% | 1,11 CHF | 1,12 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 214 757 CHF | 216 757 CHF | 99,67% | 99,67% |
14/08/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 210 202 CHF | 212 202 CHF | 99,28% | 99,28% |
13/08/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 206 028 CHF | 208 028 CHF | 99,79% | 99,79% |
12/08/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 207 316 CHF | 209 316 CHF | 99,77% | 99,77% |
09/08/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 205 037 CHF | 207 037 CHF | 99,49% | 99,49% |
08/08/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 198 840 CHF | 200 840 CHF | 97,47% | 97,47% |
07/08/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 201 468 CHF | 203 468 CHF | 99,70% | 99,70% |
06/08/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 189 184 CHF | 191 184 CHF | 99,93% | 99,93% |
02/08/2024 | 0,94% | 1,00 CHF | 1,01 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 211 025 CHF | 213 025 CHF | 99,95% | 99,95% |
30/07/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 257 193 CHF | 259 193 CHF | 100,00% | 100,00% |