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 | 0,73% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 415 948 CHF | 139 649 CHF | 95,74% | 95,74% |
14/08/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 354 379 CHF | 119 126 CHF | 97,64% | 97,64% |
13/08/2024 | 0,83% | 1,13 CHF | 1,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 360 696 CHF | 121 232 CHF | 99,24% | 99,24% |
12/08/2024 | 0,84% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 357 285 CHF | 120 095 CHF | 95,97% | 95,97% |
09/08/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 343 149 CHF | 115 383 CHF | 99,23% | 99,23% |
08/08/2024 | 0,90% | 1,14 CHF | 1,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 332 069 CHF | 111 690 CHF | 95,42% | 95,42% |
07/08/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 347 943 CHF | 116 981 CHF | 93,85% | 93,85% |
06/08/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 344 451 CHF | 115 817 CHF | 99,19% | 99,19% |
02/08/2024 | 0,78% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 381 153 CHF | 128 051 CHF | 99,19% | 99,19% |
30/07/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 391 913 CHF | 131 638 CHF | 99,22% | 99,22% |