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 | 0,39% | 2,72 CHF | 2,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 760 754 CHF | 254 585 CHF | 99,20% | 99,20% |
14/08/2024 | 0,42% | 2,47 CHF | 2,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 712 267 CHF | 238 422 CHF | 99,22% | 99,22% |
13/08/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 677 544 CHF | 226 848 CHF | 99,22% | 99,22% |
12/08/2024 | 0,46% | 2,28 CHF | 2,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 656 452 CHF | 219 817 CHF | 99,22% | 99,22% |
09/08/2024 | 0,47% | 2,18 CHF | 2,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 640 536 CHF | 214 512 CHF | 99,19% | 99,19% |
08/08/2024 | 0,52% | 2,03 CHF | 2,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 572 028 CHF | 191 676 CHF | 99,12% | 99,12% |
07/08/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 612 116 CHF | 205 038 CHF | 98,95% | 98,95% |
06/08/2024 | 0,50% | 1,91 CHF | 1,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 604 882 CHF | 202 627 CHF | 93,62% | 93,62% |
02/08/2024 | 0,43% | 2,19 CHF | 2,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 703 880 CHF | 235 627 CHF | 99,06% | 99,06% |
30/07/2024 | 0,35% | 2,70 CHF | 2,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 855 317 CHF | 286 106 CHF | 99,20% | 99,20% |