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 | 0,96% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 310 777 CHF | 104 592 CHF | 99,21% | 99,21% |
14/08/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 291 408 CHF | 98 136 CHF | 99,23% | 99,23% |
13/08/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 300 254 CHF | 101 085 CHF | 99,06% | 99,06% |
12/08/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 320 757 CHF | 107 919 CHF | 98,67% | 98,67% |
09/08/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 322 274 CHF | 108 425 CHF | 97,24% | 97,24% |
08/08/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 301 525 CHF | 101 508 CHF | 99,23% | 99,23% |
07/08/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 306 744 CHF | 103 248 CHF | 98,58% | 98,58% |
06/08/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 281 623 CHF | 94 874 CHF | 99,19% | 99,19% |
02/08/2024 | 1,02% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 292 769 CHF | 98 590 CHF | 99,22% | 99,22% |
30/07/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 352 937 CHF | 118 646 CHF | 98,15% | 98,15% |