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 | 0,82% | 1,18 CHF | 1,19 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 304 216 CHF | 92 015 CHF | 98,91% | 98,91% |
14/08/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 303 494 CHF | 91 798 CHF | 97,38% | 97,38% |
13/08/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 307 303 CHF | 92 941 CHF | 98,99% | 98,99% |
12/08/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 300 872 CHF | 91 012 CHF | 98,45% | 98,45% |
09/08/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 299 617 CHF | 90 635 CHF | 98,79% | 98,79% |
08/08/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 302 901 CHF | 91 620 CHF | 98,44% | 98,44% |
07/08/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 300 344 CHF | 90 853 CHF | 99,15% | 99,15% |
06/08/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 296 110 CHF | 89 583 CHF | 97,05% | 97,05% |
02/08/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 284 750 CHF | 86 175 CHF | 99,10% | 99,10% |
30/07/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 223 251 CHF | 67 725 CHF | 98,58% | 98,58% |