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 | 0,83% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 360 272 CHF | 121 091 CHF | 98,84% | 98,84% |
14/08/2024 | 0,80% | 1,14 CHF | 1,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 373 657 CHF | 125 552 CHF | 99,26% | 99,26% |
13/08/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 389 865 CHF | 130 955 CHF | 98,92% | 98,92% |
12/08/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 396 863 CHF | 133 288 CHF | 98,17% | 98,17% |
09/08/2024 | 0,79% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 378 361 CHF | 127 120 CHF | 99,50% | 99,50% |
08/08/2024 | 0,82% | 1,28 CHF | 1,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 362 995 CHF | 121 998 CHF | 99,45% | 99,45% |
07/08/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 370 399 CHF | 124 466 CHF | 99,44% | 99,44% |
06/08/2024 | 0,81% | 1,18 CHF | 1,19 CHF | 300 000 | 100 000 | 233 634 | 77 878 | 285 186 CHF | 95 841 CHF | 99,16% | 99,16% |
02/08/2024 | 0,69% | 1,39 CHF | 1,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 432 819 CHF | 145 273 CHF | 99,05% | 99,05% |
30/07/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 350 919 CHF | 117 723 CHF | 99,39% | 99,39% |