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 | 0,42% | 2,40 CHF | 2,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 713 888 CHF | 238 963 CHF | 98,44% | 98,44% |
14/08/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 710 219 CHF | 237 740 CHF | 96,26% | 96,26% |
13/08/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 721 371 CHF | 241 457 CHF | 98,70% | 98,70% |
12/08/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 721 724 CHF | 241 575 CHF | 99,23% | 99,23% |
09/08/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 714 512 CHF | 239 171 CHF | 99,23% | 99,23% |
08/08/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 707 934 CHF | 236 978 CHF | 99,20% | 99,20% |
07/08/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 688 464 CHF | 230 488 CHF | 99,22% | 99,22% |
06/08/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 678 947 CHF | 227 316 CHF | 98,33% | 98,33% |
02/08/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 673 625 CHF | 225 542 CHF | 99,20% | 99,20% |
30/07/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 678 181 CHF | 227 060 CHF | 99,14% | 99,14% |