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 | 0,97% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 306 729 CHF | 103 243 CHF | 89,73% | 89,73% |
14/08/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 303 564 CHF | 102 188 CHF | 96,35% | 96,35% |
13/08/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 306 555 CHF | 103 185 CHF | 95,80% | 95,80% |
12/08/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 302 180 CHF | 101 727 CHF | 91,60% | 91,60% |
09/08/2024 | 1,00% | 1,00 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 297 441 CHF | 100 147 CHF | 96,37% | 96,37% |
08/08/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 299 054 CHF | 100 685 CHF | 97,78% | 97,78% |
07/08/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 294 039 CHF | 99 013 CHF | 97,79% | 97,79% |
06/08/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 293 826 CHF | 98 942 CHF | 98,94% | 98,94% |
02/08/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 299 858 CHF | 100 953 CHF | 98,88% | 98,88% |
30/07/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 284 227 CHF | 95 742 CHF | 96,84% | 96,84% |