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 | 0,72% | 1,43 CHF | 1,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 621 196 CHF | 208 565 CHF | 99,15% | 99,15% |
14/08/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 600 882 CHF | 201 794 CHF | 96,51% | 96,51% |
13/08/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 567 154 CHF | 190 551 CHF | 99,15% | 99,15% |
12/08/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 597 881 CHF | 200 794 CHF | 99,17% | 99,17% |
09/08/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 599 376 CHF | 201 292 CHF | 99,16% | 99,16% |
08/08/2024 | 0,80% | 1,29 CHF | 1,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 562 356 CHF | 188 952 CHF | 98,82% | 98,82% |
07/08/2024 | 0,78% | 1,33 CHF | 1,34 CHF | 450 000 | 150 000 | 450 268 | 150 089 | 576 426 CHF | 193 643 CHF | 99,14% | 99,14% |
06/08/2024 | 0,88% | 1,10 CHF | 1,11 CHF | 600 000 | 200 000 | 540 713 | 180 238 | 611 797 CHF | 205 735 CHF | 99,04% | 99,04% |
02/08/2024 | 0,71% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 636 172 CHF | 213 557 CHF | 62,13% | 62,13% |
31/07/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 826 555 CHF | 277 018 CHF | 39,55% | 39,55% |