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% | 1,18 CHF | 1,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 492 557 CHF | 165 686 CHF | 99,53% | 99,53% |
14/08/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 460 690 CHF | 155 063 CHF | 99,45% | 99,45% |
13/08/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 446 472 CHF | 150 324 CHF | 99,68% | 99,68% |
12/08/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 452 323 CHF | 152 274 CHF | 99,52% | 99,52% |
09/08/2024 | 0,98% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 459 584 CHF | 154 695 CHF | 99,57% | 99,57% |
08/08/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 439 211 CHF | 147 904 CHF | 99,22% | 99,22% |
07/08/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 461 239 CHF | 155 246 CHF | 99,60% | 99,60% |
06/08/2024 | 1,07% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 417 427 CHF | 140 642 CHF | 98,22% | 98,22% |
02/08/2024 | 1,11% | 0,81 CHF | 0,82 CHF | 600 000 | 200 000 | 472 538 | 157 513 | 423 358 CHF | 142 695 CHF | 99,34% | 99,34% |
30/07/2024 | 0,86% | 1,08 CHF | 1,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 521 033 CHF | 175 178 CHF | 99,56% | 99,56% |