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 | 0,69% | 1,52 CHF | 1,53 CHF | 150 000 | 20 000 | 150 000 | 20 000 | 216 166 CHF | 29 022 CHF | 99,16% | 99,16% |
14/08/2024 | 0,67% | 1,58 CHF | 1,59 CHF | 150 000 | 20 000 | 150 000 | 20 000 | 225 361 CHF | 30 248 CHF | 97,42% | 97,42% |
13/08/2024 | 0,61% | 1,56 CHF | 1,57 CHF | 150 000 | 20 000 | 150 000 | 20 000 | 245 209 CHF | 32 895 CHF | 98,91% | 98,91% |
12/08/2024 | 0,74% | 1,42 CHF | 1,43 CHF | 150 000 | 20 000 | 150 000 | 20 000 | 203 336 CHF | 27 312 CHF | 99,17% | 99,17% |
09/08/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 150 000 | 20 000 | 150 000 | 20 000 | 195 474 CHF | 26 263 CHF | 99,16% | 99,16% |
08/08/2024 | 0,92% | 1,21 CHF | 1,22 CHF | 150 000 | 20 000 | 150 000 | 20 000 | 162 818 CHF | 21 909 CHF | 99,16% | 99,16% |
07/08/2024 | 0,93% | 1,10 CHF | 1,11 CHF | 150 000 | 20 000 | 150 000 | 20 000 | 161 228 CHF | 21 697 CHF | 99,16% | 99,16% |
06/08/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 150 000 | 20 000 | 150 000 | 20 000 | 150 613 CHF | 20 282 CHF | 99,16% | 99,16% |
02/08/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 150 000 | 20 000 | 150 000 | 20 000 | 163 073 CHF | 21 943 CHF | 97,76% | 97,76% |
30/07/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 150 000 | 20 000 | 150 000 | 20 000 | 181 957 CHF | 24 461 CHF | 99,16% | 99,16% |