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 | 0,88% | 1,16 CHF | 1,17 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 450 533 CHF | 28 408 CHF | 99,27% | 99,27% |
14/08/2024 | 0,87% | 1,12 CHF | 1,13 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 457 589 CHF | 28 849 CHF | 99,27% | 99,27% |
13/08/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 433 100 CHF | 27 319 CHF | 99,08% | 99,08% |
12/08/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 425 996 CHF | 26 875 CHF | 99,27% | 99,27% |
09/08/2024 | 0,93% | 1,09 CHF | 1,10 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 427 552 CHF | 26 972 CHF | 99,20% | 99,20% |
08/08/2024 | 1,02% | 1,02 CHF | 1,03 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 389 926 CHF | 24 620 CHF | 98,64% | 98,64% |
07/08/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 420 512 CHF | 26 532 CHF | 99,21% | 99,21% |
06/08/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 382 029 CHF | 24 127 CHF | 98,80% | 98,80% |
02/08/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 410 622 CHF | 25 914 CHF | 98,28% | 98,28% |
31/07/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 444 814 CHF | 28 051 CHF | 38,89% | 38,89% |