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 | 0,88% | 1,21 CHF | 1,22 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 255 072 CHF | 85 774 CHF | 95,36% | 95,36% |
14/08/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 230 684 CHF | 77 645 CHF | 91,40% | 91,40% |
13/08/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 225 000 | 75 000 | 262 066 | 87 355 | 252 358 CHF | 84 993 CHF | 99,15% | 99,15% |
12/08/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 225 000 | 75 000 | 236 701 | 78 900 | 235 165 CHF | 79 177 CHF | 99,01% | 99,01% |
09/08/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 278 734 CHF | 93 911 CHF | 98,38% | 98,38% |
08/08/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 225 000 | 75 000 | 228 117 | 76 039 | 212 459 CHF | 71 580 CHF | 99,22% | 99,22% |
07/08/2024 | 1,10% | 0,95 CHF | 0,96 CHF | 225 000 | 75 000 | 270 121 | 90 040 | 244 587 CHF | 82 429 CHF | 96,38% | 96,38% |
06/08/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 258 627 CHF | 87 209 CHF | 98,08% | 98,08% |
02/08/2024 | 0,99% | 0,97 CHF | 0,98 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 225 780 CHF | 76 010 CHF | 99,06% | 99,06% |
30/07/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 292 807 CHF | 98 352 CHF | 98,34% | 98,34% |