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 | 0,79% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 377 291 CHF | 126 764 CHF | 89,73% | 89,73% |
14/08/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 373 915 CHF | 125 638 CHF | 96,36% | 96,36% |
13/08/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 376 648 CHF | 126 549 CHF | 95,80% | 95,80% |
12/08/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 372 353 CHF | 125 118 CHF | 91,59% | 91,59% |
09/08/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 367 295 CHF | 123 432 CHF | 96,36% | 96,36% |
08/08/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 368 570 CHF | 123 857 CHF | 97,78% | 97,78% |
07/08/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 363 494 CHF | 122 165 CHF | 98,14% | 98,14% |
06/08/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 362 760 CHF | 121 920 CHF | 98,94% | 98,94% |
02/08/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 369 513 CHF | 124 171 CHF | 98,88% | 98,88% |
30/07/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 355 149 CHF | 119 383 CHF | 96,83% | 96,83% |