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 | 0,61% | 1,66 CHF | 1,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 986 524 CHF | 330 841 CHF | 82,16% | 82,16% |
14/08/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 967 199 CHF | 324 400 CHF | 92,06% | 92,06% |
13/08/2024 | 0,67% | 1,54 CHF | 1,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 898 743 CHF | 301 581 CHF | 93,98% | 93,98% |
12/08/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 939 785 CHF | 315 262 CHF | 82,42% | 82,42% |
09/08/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 943 384 CHF | 316 461 CHF | 89,11% | 89,11% |
08/08/2024 | 0,65% | 1,59 CHF | 1,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 914 880 CHF | 306 960 CHF | 92,58% | 92,58% |
07/08/2024 | 0,65% | 1,62 CHF | 1,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 917 577 CHF | 307 859 CHF | 94,66% | 94,66% |
06/08/2024 | 0,67% | 1,53 CHF | 1,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 899 027 CHF | 301 676 CHF | 97,95% | 97,95% |
02/08/2024 | 0,58% | 1,63 CHF | 1,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 029 870 CHF | 345 288 CHF | 95,58% | 95,58% |
30/07/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 191 540 CHF | 399 179 CHF | 89,67% | 89,67% |