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 | 0,47% | 2,16 CHF | 2,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 960 523 CHF | 321 674 CHF | 98,13% | 98,13% |
14/08/2024 | 0,48% | 2,18 CHF | 2,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 944 297 CHF | 316 266 CHF | 98,20% | 98,20% |
13/08/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 894 827 CHF | 299 776 CHF | 98,40% | 98,40% |
12/08/2024 | 0,49% | 1,99 CHF | 2,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 908 367 CHF | 304 289 CHF | 94,13% | 94,13% |
09/08/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 909 089 CHF | 304 530 CHF | 96,22% | 96,22% |
08/08/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 915 441 CHF | 306 647 CHF | 97,65% | 97,65% |
07/08/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 919 632 CHF | 308 044 CHF | 98,60% | 98,60% |
06/08/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 936 775 CHF | 313 758 CHF | 98,74% | 98,74% |
02/08/2024 | 0,51% | 2,03 CHF | 2,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 889 101 CHF | 297 867 CHF | 98,22% | 98,22% |
30/07/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 830 972 CHF | 278 491 CHF | 96,26% | 96,26% |