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 | 0,62% | 1,69 CHF | 1,70 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 723 527 CHF | 121 338 CHF | 99,26% | 99,26% |
14/08/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 692 588 CHF | 116 181 CHF | 99,26% | 99,26% |
13/08/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 642 493 CHF | 107 832 CHF | 99,08% | 99,08% |
12/08/2024 | 0,69% | 1,42 CHF | 1,43 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 649 157 CHF | 108 943 CHF | 99,27% | 99,27% |
09/08/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 652 526 CHF | 109 504 CHF | 99,21% | 99,21% |
08/08/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 619 131 CHF | 103 939 CHF | 99,26% | 99,26% |
07/08/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 670 747 CHF | 112 541 CHF | 99,22% | 99,22% |
06/08/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 604 771 CHF | 101 545 CHF | 98,77% | 98,77% |
02/08/2024 | 0,68% | 1,39 CHF | 1,40 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 658 111 CHF | 110 435 CHF | 98,28% | 98,28% |
30/07/2024 | 0,57% | 1,69 CHF | 1,70 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 781 654 CHF | 174 701 CHF | 99,27% | 99,27% |