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 | 0,92% | 1,07 CHF | 1,08 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 162 965 CHF | 54 822 CHF | 99,15% | 99,15% |
14/08/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 159 476 CHF | 53 659 CHF | 97,44% | 97,44% |
13/08/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 156 651 CHF | 52 717 CHF | 99,16% | 99,16% |
12/08/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 156 157 CHF | 52 552 CHF | 99,16% | 99,16% |
09/08/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 156 833 CHF | 52 778 CHF | 99,16% | 99,16% |
08/08/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 149 659 CHF | 50 386 CHF | 99,16% | 99,16% |
07/08/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 147 168 CHF | 49 556 CHF | 99,16% | 99,16% |
06/08/2024 | 1,07% | 0,96 CHF | 0,97 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 139 411 CHF | 46 970 CHF | 99,16% | 99,16% |
02/08/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 152 774 CHF | 51 425 CHF | 97,06% | 97,06% |
31/07/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 148 349 CHF | 49 950 CHF | 38,08% | 38,08% |