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 | 0,59% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 503 183 CHF | 168 728 CHF | 99,21% | 99,21% |
14/08/2024 | 0,57% | 1,72 CHF | 1,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 520 442 CHF | 174 481 CHF | 99,23% | 99,23% |
13/08/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 508 143 CHF | 170 381 CHF | 99,06% | 99,06% |
12/08/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 488 975 CHF | 163 992 CHF | 98,67% | 98,67% |
09/08/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 484 373 CHF | 162 458 CHF | 97,23% | 97,23% |
08/08/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 500 842 CHF | 167 947 CHF | 99,23% | 99,23% |
07/08/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 496 837 CHF | 166 612 CHF | 98,59% | 98,59% |
06/08/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 515 250 CHF | 172 750 CHF | 99,20% | 99,20% |
02/08/2024 | 0,58% | 1,76 CHF | 1,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 512 661 CHF | 171 887 CHF | 99,22% | 99,22% |
30/07/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 467 408 CHF | 156 803 CHF | 98,15% | 98,15% |