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 | 0,56% | 1,82 CHF | 1,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 801 292 CHF | 268 597 CHF | 96,51% | 96,51% |
14/08/2024 | 0,58% | 1,77 CHF | 1,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 769 736 CHF | 258 079 CHF | 99,31% | 99,31% |
13/08/2024 | 0,65% | 1,59 CHF | 1,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 685 539 CHF | 230 013 CHF | 98,84% | 98,84% |
12/08/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 684 431 CHF | 229 644 CHF | 99,38% | 99,38% |
09/08/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 700 649 CHF | 235 050 CHF | 99,29% | 99,29% |
08/08/2024 | 0,78% | 1,43 CHF | 1,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 578 434 CHF | 194 311 CHF | 99,34% | 99,34% |
07/08/2024 | 0,70% | 1,33 CHF | 1,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 643 916 CHF | 216 139 CHF | 99,02% | 99,02% |
06/08/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 628 550 CHF | 211 017 CHF | 98,89% | 98,89% |
02/08/2024 | 0,70% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 638 824 CHF | 214 441 CHF | 98,15% | 98,15% |
30/07/2024 | 0,47% | 1,96 CHF | 1,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 640 479 CHF | 214 493 CHF | 99,22% | 99,22% |