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 | 0,88% | 1,16 CHF | 1,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 508 332 CHF | 170 944 CHF | 99,15% | 99,15% |
14/08/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 490 287 CHF | 164 929 CHF | 96,57% | 96,57% |
13/08/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 462 733 CHF | 155 744 CHF | 99,15% | 99,15% |
12/08/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 484 463 CHF | 162 988 CHF | 99,16% | 99,16% |
09/08/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 488 096 CHF | 164 199 CHF | 99,16% | 99,16% |
08/08/2024 | 1,01% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 441 595 CHF | 148 698 CHF | 99,15% | 99,15% |
07/08/2024 | 0,97% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 460 376 CHF | 154 959 CHF | 99,15% | 99,15% |
06/08/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 415 149 CHF | 139 883 CHF | 99,11% | 99,11% |
02/08/2024 | 0,90% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 499 332 CHF | 167 944 CHF | 96,92% | 96,92% |
31/07/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 547 588 CHF | 184 030 CHF | 39,31% | 39,31% |