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 | 0,45% | 2,27 CHF | 2,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 662 033 CHF | 221 678 CHF | 98,94% | 98,94% |
14/08/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 644 849 CHF | 215 950 CHF | 98,89% | 98,89% |
13/08/2024 | 0,48% | 2,12 CHF | 2,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 625 384 CHF | 209 461 CHF | 98,89% | 98,89% |
12/08/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 619 449 CHF | 207 483 CHF | 99,14% | 99,14% |
09/08/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 610 671 CHF | 204 557 CHF | 98,81% | 98,81% |
08/08/2024 | 0,52% | 1,98 CHF | 1,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 574 390 CHF | 192 463 CHF | 98,85% | 98,85% |
07/08/2024 | 0,51% | 2,01 CHF | 2,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 588 859 CHF | 197 286 CHF | 98,87% | 98,87% |
06/08/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 564 576 CHF | 189 192 CHF | 97,72% | 97,72% |
02/08/2024 | 0,50% | 1,93 CHF | 1,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 597 898 CHF | 200 299 CHF | 99,00% | 99,00% |
30/07/2024 | 0,45% | 2,16 CHF | 2,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 660 602 CHF | 221 201 CHF | 98,67% | 98,67% |