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 | 0,70% | 1,48 CHF | 1,49 CHF | 150 000 | 25 000 | 150 000 | 25 000 | 213 076 CHF | 35 763 CHF | 99,17% | 99,17% |
14/08/2024 | 0,67% | 1,55 CHF | 1,56 CHF | 150 000 | 25 000 | 150 000 | 25 000 | 223 210 CHF | 37 452 CHF | 97,40% | 97,40% |
13/08/2024 | 0,62% | 1,54 CHF | 1,55 CHF | 150 000 | 25 000 | 150 000 | 25 000 | 241 776 CHF | 40 546 CHF | 98,92% | 98,92% |
12/08/2024 | 0,74% | 1,41 CHF | 1,42 CHF | 150 000 | 25 000 | 150 000 | 25 000 | 202 536 CHF | 34 006 CHF | 99,16% | 99,16% |
09/08/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 150 000 | 25 000 | 150 000 | 25 000 | 194 527 CHF | 32 671 CHF | 99,17% | 99,17% |
08/08/2024 | 0,91% | 1,21 CHF | 1,22 CHF | 150 000 | 25 000 | 150 000 | 25 000 | 164 091 CHF | 27 599 CHF | 99,16% | 99,16% |
07/08/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 150 000 | 25 000 | 150 000 | 25 000 | 162 587 CHF | 27 348 CHF | 99,16% | 99,16% |
06/08/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 150 000 | 25 000 | 150 000 | 25 000 | 152 212 CHF | 25 619 CHF | 99,16% | 99,16% |
02/08/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 150 000 | 25 000 | 150 000 | 25 000 | 163 628 CHF | 27 521 CHF | 97,74% | 97,74% |
30/07/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 150 000 | 25 000 | 150 000 | 25 000 | 181 306 CHF | 30 468 CHF | 99,17% | 99,17% |