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 | 0,83% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 359 480 CHF | 120 827 CHF | 99,15% | 99,15% |
14/08/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 355 216 CHF | 119 405 CHF | 96,53% | 96,53% |
13/08/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 332 144 | 110 715 | 373 393 CHF | 125 571 CHF | 99,16% | 99,16% |
12/08/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 339 722 CHF | 114 241 CHF | 99,15% | 99,15% |
09/08/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 300 000 | 100 000 | 314 055 | 104 685 | 355 772 CHF | 119 637 CHF | 99,16% | 99,16% |
08/08/2024 | 0,91% | 1,13 CHF | 1,14 CHF | 300 000 | 100 000 | 396 076 | 132 025 | 431 075 CHF | 145 012 CHF | 98,84% | 98,84% |
07/08/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 307 904 | 102 635 | 349 732 CHF | 117 604 CHF | 99,16% | 99,16% |
06/08/2024 | 0,91% | 1,06 CHF | 1,07 CHF | 450 000 | 150 000 | 447 360 | 149 120 | 491 579 CHF | 165 351 CHF | 99,12% | 99,12% |
02/08/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 365 956 CHF | 122 985 CHF | 94,17% | 94,17% |
31/07/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 400 485 CHF | 134 495 CHF | 39,51% | 39,51% |