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 | 1,00% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 298 312 CHF | 100 437 CHF | 99,45% | 99,45% |
14/08/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 292 808 CHF | 98 603 CHF | 99,55% | 99,55% |
13/08/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 289 954 CHF | 97 651 CHF | 99,57% | 99,57% |
12/08/2024 | 0,99% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 300 101 CHF | 101 034 CHF | 99,47% | 99,47% |
09/08/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 302 734 CHF | 101 911 CHF | 99,53% | 99,53% |
08/08/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 296 391 CHF | 99 797 CHF | 94,89% | 94,89% |
07/08/2024 | 1,02% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 294 098 CHF | 99 033 CHF | 99,47% | 99,47% |
06/08/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 233 648 | 77 883 | 231 092 CHF | 77 810 CHF | 99,23% | 99,23% |
02/08/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 285 067 CHF | 96 022 CHF | 98,86% | 98,86% |
30/07/2024 | 1,14% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 261 496 CHF | 88 165 CHF | 99,58% | 99,58% |