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 | 0,53% | 1,97 CHF | 1,98 CHF | 150 000 | 20 000 | 150 000 | 20 000 | 284 308 CHF | 38 108 CHF | 99,17% | 99,17% |
14/08/2024 | 0,51% | 2,03 CHF | 2,04 CHF | 150 000 | 20 000 | 150 000 | 20 000 | 292 888 CHF | 39 252 CHF | 97,41% | 97,41% |
13/08/2024 | 0,48% | 2,01 CHF | 2,02 CHF | 150 000 | 20 000 | 150 000 | 20 000 | 311 981 CHF | 41 797 CHF | 98,92% | 98,92% |
12/08/2024 | 0,56% | 1,85 CHF | 1,86 CHF | 150 000 | 20 000 | 150 000 | 20 000 | 267 090 CHF | 35 812 CHF | 99,17% | 99,17% |
09/08/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 150 000 | 20 000 | 150 000 | 20 000 | 258 272 CHF | 34 636 CHF | 99,16% | 99,16% |
08/08/2024 | 0,67% | 1,63 CHF | 1,64 CHF | 150 000 | 20 000 | 150 000 | 20 000 | 223 881 CHF | 30 051 CHF | 99,16% | 99,16% |
07/08/2024 | 0,68% | 1,51 CHF | 1,52 CHF | 150 000 | 20 000 | 150 000 | 20 000 | 221 337 CHF | 29 712 CHF | 99,16% | 99,16% |
06/08/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 150 000 | 20 000 | 150 000 | 20 000 | 209 955 CHF | 28 194 CHF | 99,16% | 99,16% |
02/08/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 150 000 | 20 000 | 150 000 | 20 000 | 224 712 CHF | 30 162 CHF | 97,75% | 97,75% |
30/07/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 150 000 | 20 000 | 150 000 | 20 000 | 243 964 CHF | 32 729 CHF | 99,16% | 99,16% |