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 | 0,65% | 1,48 CHF | 1,49 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 306 801 CHF | 308 801 CHF | 99,81% | 99,81% |
14/08/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 319 826 CHF | 321 826 CHF | 99,28% | 99,28% |
13/08/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 319 663 CHF | 321 663 CHF | 99,58% | 99,58% |
12/08/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 321 474 CHF | 323 474 CHF | 99,48% | 99,48% |
09/08/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 335 060 CHF | 337 060 CHF | 99,47% | 99,47% |
08/08/2024 | 0,56% | 1,70 CHF | 1,71 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 357 704 CHF | 359 704 CHF | 99,98% | 99,98% |
07/08/2024 | 0,57% | 1,70 CHF | 1,71 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 352 505 CHF | 354 505 CHF | 99,46% | 99,46% |
06/08/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 372 460 CHF | 374 460 CHF | 99,52% | 99,52% |
02/08/2024 | 0,61% | 1,73 CHF | 1,74 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 329 171 CHF | 331 171 CHF | 99,97% | 99,97% |
30/07/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 270 429 CHF | 272 429 CHF | 100,00% | 100,00% |