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 | 0,54% | 1,91 CHF | 1,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 832 632 CHF | 279 044 CHF | 99,15% | 99,15% |
14/08/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 810 170 CHF | 271 557 CHF | 96,51% | 96,51% |
13/08/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 773 300 CHF | 259 267 CHF | 99,16% | 99,16% |
12/08/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 805 935 CHF | 270 145 CHF | 99,15% | 99,15% |
09/08/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 805 633 CHF | 270 044 CHF | 99,15% | 99,15% |
08/08/2024 | 0,59% | 1,75 CHF | 1,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 764 092 CHF | 256 197 CHF | 98,81% | 98,81% |
07/08/2024 | 0,58% | 1,79 CHF | 1,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 779 633 CHF | 261 378 CHF | 99,15% | 99,15% |
06/08/2024 | 0,63% | 1,53 CHF | 1,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 707 878 CHF | 237 459 CHF | 99,04% | 99,04% |
02/08/2024 | 0,53% | 1,80 CHF | 1,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 845 958 CHF | 283 486 CHF | 62,13% | 62,13% |
31/07/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 044 770 CHF | 349 757 CHF | 39,53% | 39,53% |