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 | 0,78% | 1,29 CHF | 1,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 572 299 CHF | 192 266 CHF | 69,29% | 99,53% |
14/08/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 538 529 CHF | 181 010 CHF | 99,49% | 99,49% |
13/08/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 523 098 CHF | 175 866 CHF | 99,51% | 99,51% |
12/08/2024 | 0,83% | 1,16 CHF | 1,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 539 431 CHF | 181 310 CHF | 99,56% | 99,56% |
09/08/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 524 728 CHF | 176 409 CHF | 99,54% | 99,54% |
08/08/2024 | 0,93% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 482 657 CHF | 162 386 CHF | 99,52% | 99,52% |
07/08/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 490 542 CHF | 165 014 CHF | 99,55% | 99,55% |
06/08/2024 | 1,01% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 349 952 | 116 651 | 346 755 CHF | 116 751 CHF | 98,72% | 98,72% |
02/08/2024 | 0,83% | 1,09 CHF | 1,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 542 317 CHF | 182 272 CHF | 99,24% | 99,24% |
30/07/2024 | 0,81% | 1,36 CHF | 1,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 553 500 CHF | 186 000 CHF | 11,22% | 99,57% |