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 | - | 1,45 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,60% |
14/08/2024 | - | 1,35 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,58% |
13/08/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 594 714 CHF | 199 738 CHF | 88,09% | 99,59% |
12/08/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 599 503 CHF | 201 334 CHF | 19,32% | 99,61% |
09/08/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 596 020 CHF | 200 173 CHF | 99,27% | 99,27% |
08/08/2024 | 0,81% | 1,28 CHF | 1,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 551 952 CHF | 185 484 CHF | 99,32% | 99,32% |
07/08/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 560 855 CHF | 188 452 CHF | 99,32% | 99,32% |
06/08/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 450 000 | 150 000 | 350 352 | 116 784 | 399 120 CHF | 134 208 CHF | 99,11% | 99,11% |
02/08/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 565 891 CHF | 190 130 CHF | 11,71% | 99,40% |
30/07/2024 | - | 1,53 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,56% |