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 | 0,85% | 1,18 CHF | 1,19 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 292 226 CHF | 117 890 CHF | 99,15% | 99,15% |
14/08/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 284 832 CHF | 114 933 CHF | 97,65% | 97,65% |
13/08/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 262 603 CHF | 106 041 CHF | 99,15% | 99,15% |
12/08/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 276 631 CHF | 111 652 CHF | 99,16% | 99,16% |
09/08/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 273 615 CHF | 110 446 CHF | 99,16% | 99,16% |
08/08/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 254 203 CHF | 102 681 CHF | 99,14% | 99,14% |
07/08/2024 | 0,93% | 1,14 CHF | 1,15 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 267 509 CHF | 108 004 CHF | 97,81% | 97,81% |
06/08/2024 | 0,99% | 0,97 CHF | 0,98 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 251 610 CHF | 101 644 CHF | 99,11% | 99,11% |
02/08/2024 | 0,76% | 1,16 CHF | 1,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 329 309 CHF | 132 724 CHF | 97,55% | 97,55% |
31/07/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 393 590 CHF | 158 436 CHF | 37,89% | 37,89% |