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 | 0,71% | 1,40 CHF | 1,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 419 586 CHF | 140 862 CHF | 86,98% | 86,98% |
14/08/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 413 440 CHF | 138 813 CHF | 89,38% | 89,38% |
13/08/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 399 186 CHF | 134 062 CHF | 91,06% | 91,06% |
12/08/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 396 008 CHF | 133 003 CHF | 90,06% | 90,06% |
09/08/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 395 777 CHF | 132 926 CHF | 85,02% | 85,02% |
08/08/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 390 911 CHF | 131 304 CHF | 97,54% | 97,54% |
07/08/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 390 523 CHF | 131 174 CHF | 96,63% | 96,63% |
06/08/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 384 755 CHF | 129 252 CHF | 98,35% | 98,35% |
02/08/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 408 445 CHF | 137 148 CHF | 98,22% | 98,22% |
30/07/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 429 082 CHF | 144 027 CHF | 97,71% | 97,71% |