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% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 341 366 CHF | 114 788 CHF | 99,16% | 99,16% |
14/08/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 348 809 CHF | 117 270 CHF | 96,53% | 96,53% |
13/08/2024 | 0,93% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 322 472 CHF | 108 491 CHF | 99,16% | 99,16% |
12/08/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 339 027 CHF | 114 009 CHF | 99,16% | 99,16% |
09/08/2024 | 0,92% | 1,12 CHF | 1,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 324 757 CHF | 109 252 CHF | 99,16% | 99,16% |
08/08/2024 | 0,95% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 314 176 CHF | 105 725 CHF | 98,84% | 98,84% |
07/08/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 339 428 CHF | 114 143 CHF | 99,16% | 99,16% |
06/08/2024 | 0,99% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 302 089 CHF | 101 696 CHF | 99,14% | 99,14% |
02/08/2024 | 0,87% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 343 083 CHF | 115 361 CHF | 93,88% | 93,88% |
31/07/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 397 685 CHF | 133 562 CHF | 39,53% | 39,53% |