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 | 0,85% | 1,19 CHF | 1,20 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 175 605 CHF | 177 105 CHF | 100,00% | 100,00% |
14/08/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 167 076 CHF | 168 576 CHF | 100,00% | 100,00% |
13/08/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 159 169 CHF | 160 669 CHF | 99,50% | 99,50% |
12/08/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 169 765 CHF | 171 265 CHF | 97,28% | 97,28% |
09/08/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 178 524 CHF | 180 024 CHF | 99,84% | 99,84% |
08/08/2024 | 0,95% | 1,12 CHF | 1,13 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 156 802 CHF | 158 302 CHF | 99,92% | 99,92% |
07/08/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 169 915 CHF | 171 415 CHF | 99,92% | 99,92% |
06/08/2024 | 0,99% | 1,06 CHF | 1,07 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 151 295 CHF | 152 795 CHF | 99,09% | 99,09% |
02/08/2024 | 0,81% | 1,19 CHF | 1,20 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 185 145 CHF | 186 645 CHF | 99,92% | 99,92% |
30/07/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 199 540 CHF | 201 040 CHF | 100,00% | 100,00% |