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 | 0,91% | 1,11 CHF | 1,12 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 819 276 CHF | 82 678 CHF | 99,15% | 99,15% |
14/08/2024 | 0,93% | 1,14 CHF | 1,15 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 805 095 CHF | 81 260 CHF | 97,42% | 97,42% |
13/08/2024 | 1,07% | 0,96 CHF | 0,97 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 697 533 CHF | 70 503 CHF | 99,16% | 99,16% |
12/08/2024 | 1,10% | 0,88 CHF | 0,89 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 675 620 CHF | 68 312 CHF | 99,16% | 99,16% |
09/08/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 667 238 CHF | 67 474 CHF | 99,16% | 99,16% |
08/08/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 634 908 CHF | 64 241 CHF | 99,15% | 99,15% |
07/08/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 668 573 CHF | 67 607 CHF | 99,16% | 99,16% |
06/08/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 635 284 CHF | 64 278 CHF | 99,15% | 99,15% |
02/08/2024 | 1,07% | 0,87 CHF | 0,88 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 695 605 CHF | 70 311 CHF | 97,74% | 97,74% |
31/07/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 790 015 CHF | 79 752 CHF | 37,87% | 37,87% |