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 | 0,76% | 1,33 CHF | 1,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 586 842 CHF | 197 114 CHF | 99,23% | 99,23% |
14/08/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 572 070 CHF | 192 190 CHF | 99,23% | 99,23% |
13/08/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 558 945 CHF | 187 815 CHF | 99,24% | 99,24% |
12/08/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 564 842 CHF | 189 781 CHF | 99,23% | 99,23% |
09/08/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 568 844 CHF | 191 115 CHF | 99,23% | 99,23% |
08/08/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 550 632 CHF | 185 044 CHF | 99,22% | 99,22% |
07/08/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 562 134 CHF | 188 878 CHF | 99,23% | 99,23% |
06/08/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 521 502 CHF | 175 334 CHF | 99,18% | 99,18% |
02/08/2024 | 0,77% | 1,23 CHF | 1,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 583 062 CHF | 195 854 CHF | 99,19% | 99,19% |
30/07/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 713 985 CHF | 239 495 CHF | 99,22% | 99,22% |