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 | 0,50% | 1,97 CHF | 1,98 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 198 089 CHF | 99 545 CHF | 88,98% | 88,98% |
14/08/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 200 619 CHF | 100 810 CHF | 96,34% | 96,34% |
13/08/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 203 793 CHF | 102 397 CHF | 97,07% | 97,07% |
12/08/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 200 292 CHF | 100 646 CHF | 93,00% | 93,00% |
09/08/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 198 603 CHF | 99 802 CHF | 96,50% | 96,50% |
08/08/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 197 449 CHF | 99 225 CHF | 97,31% | 97,31% |
07/08/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 192 805 CHF | 96 903 CHF | 96,96% | 96,96% |
06/08/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 195 245 CHF | 98 122 CHF | 98,30% | 98,30% |
02/08/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 189 214 CHF | 95 107 CHF | 98,37% | 98,37% |
30/07/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 187 163 CHF | 94 082 CHF | 97,75% | 97,75% |