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 | 0,46% | 2,21 CHF | 2,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 978 140 CHF | 327 547 CHF | 96,81% | 96,81% |
14/08/2024 | 0,48% | 2,16 CHF | 2,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 944 092 CHF | 316 197 CHF | 99,12% | 99,12% |
13/08/2024 | 0,52% | 1,97 CHF | 1,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 855 918 CHF | 286 806 CHF | 99,12% | 99,12% |
12/08/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 853 466 CHF | 285 989 CHF | 99,38% | 99,38% |
09/08/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 868 695 CHF | 291 065 CHF | 98,95% | 98,95% |
08/08/2024 | 0,61% | 1,80 CHF | 1,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 737 552 CHF | 247 351 CHF | 99,31% | 99,31% |
07/08/2024 | 0,56% | 1,69 CHF | 1,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 806 380 CHF | 270 293 CHF | 99,18% | 99,18% |
06/08/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 785 545 CHF | 263 348 CHF | 98,85% | 98,85% |
02/08/2024 | 0,56% | 1,71 CHF | 1,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 806 842 CHF | 270 447 CHF | 98,94% | 98,94% |
30/07/2024 | 0,39% | 2,36 CHF | 2,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 763 012 CHF | 255 337 CHF | 99,07% | 99,07% |