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 | 0,59% | 1,88 CHF | 1,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 511 390 CHF | 171 463 CHF | 99,22% | 99,22% |
14/08/2024 | 0,64% | 1,64 CHF | 1,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 464 226 CHF | 155 742 CHF | 99,20% | 99,20% |
13/08/2024 | 0,70% | 1,48 CHF | 1,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 428 778 CHF | 143 926 CHF | 99,21% | 99,21% |
12/08/2024 | 0,73% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 407 138 CHF | 136 713 CHF | 99,23% | 99,23% |
09/08/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 392 370 CHF | 131 790 CHF | 99,18% | 99,18% |
08/08/2024 | 0,92% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 325 264 CHF | 109 421 CHF | 99,11% | 99,11% |
07/08/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 365 307 CHF | 122 769 CHF | 98,94% | 98,94% |
06/08/2024 | 0,83% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 360 125 CHF | 121 042 CHF | 93,64% | 93,64% |
02/08/2024 | 0,66% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 455 149 CHF | 152 716 CHF | 99,06% | 99,06% |
30/07/2024 | 0,50% | 1,85 CHF | 1,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 601 626 CHF | 201 542 CHF | 99,20% | 99,20% |