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 | 0,64% | 1,54 CHF | 1,55 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 351 059 CHF | 78 513 CHF | 99,16% | 99,16% |
14/08/2024 | 0,68% | 1,55 CHF | 1,56 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 331 127 CHF | 74 084 CHF | 96,57% | 96,57% |
13/08/2024 | 0,73% | 1,41 CHF | 1,42 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 309 134 CHF | 69 197 CHF | 99,15% | 99,15% |
12/08/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 304 402 CHF | 68 145 CHF | 99,16% | 99,16% |
09/08/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 301 837 CHF | 67 575 CHF | 99,17% | 99,17% |
08/08/2024 | 0,84% | 1,28 CHF | 1,29 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 268 675 CHF | 60 206 CHF | 99,15% | 99,15% |
07/08/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 313 567 CHF | 105 272 CHF | 99,15% | 99,15% |
06/08/2024 | 0,80% | 1,21 CHF | 1,22 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 279 729 CHF | 93 993 CHF | 99,14% | 99,14% |
02/08/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 345 187 CHF | 115 812 CHF | 96,83% | 96,83% |
31/07/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 373 799 CHF | 125 350 CHF | 39,27% | 39,27% |