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 | 0,58% | 1,83 CHF | 1,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 512 317 CHF | 171 772 CHF | 99,23% | 99,23% |
14/08/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 479 343 CHF | 160 781 CHF | 99,23% | 99,23% |
13/08/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 462 017 CHF | 155 006 CHF | 99,23% | 99,23% |
12/08/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 465 121 CHF | 156 040 CHF | 99,23% | 99,23% |
09/08/2024 | 0,64% | 1,52 CHF | 1,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 470 020 CHF | 157 673 CHF | 99,22% | 99,22% |
08/08/2024 | 0,67% | 1,55 CHF | 1,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 445 918 CHF | 149 639 CHF | 99,16% | 99,16% |
07/08/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 472 284 CHF | 158 428 CHF | 99,22% | 99,22% |
06/08/2024 | 0,71% | 1,47 CHF | 1,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 421 946 CHF | 141 649 CHF | 99,13% | 99,13% |
02/08/2024 | 0,72% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 415 500 CHF | 139 500 CHF | 99,15% | 99,15% |
30/07/2024 | 0,55% | 1,68 CHF | 1,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 539 255 CHF | 180 752 CHF | 99,22% | 99,22% |