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 | 0,56% | 1,83 CHF | 1,84 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 799 338 CHF | 178 631 CHF | 99,15% | 99,15% |
14/08/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 775 372 CHF | 173 305 CHF | 96,51% | 96,51% |
13/08/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 736 617 CHF | 164 693 CHF | 99,15% | 99,15% |
12/08/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 770 641 CHF | 172 254 CHF | 99,16% | 99,16% |
09/08/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 767 925 CHF | 171 650 CHF | 99,15% | 99,15% |
08/08/2024 | 0,62% | 1,66 CHF | 1,67 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 723 367 CHF | 161 748 CHF | 98,81% | 98,81% |
07/08/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 742 658 CHF | 166 035 CHF | 99,15% | 99,15% |
06/08/2024 | 0,67% | 1,44 CHF | 1,45 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 666 609 CHF | 149 135 CHF | 99,04% | 99,04% |
02/08/2024 | 0,55% | 1,72 CHF | 1,73 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 809 219 CHF | 180 826 CHF | 62,12% | 62,12% |
31/07/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 013 970 CHF | 226 327 CHF | 39,56% | 39,56% |