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 | 0,68% | 1,49 CHF | 1,50 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 438 539 CHF | 73 590 CHF | 99,15% | 99,15% |
14/08/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 431 031 CHF | 72 338 CHF | 97,44% | 97,44% |
13/08/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 401 492 CHF | 67 415 CHF | 99,16% | 99,16% |
12/08/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 406 774 CHF | 68 296 CHF | 99,16% | 99,16% |
09/08/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 406 182 CHF | 68 197 CHF | 99,15% | 99,15% |
08/08/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 300 000 | 50 000 | 360 019 | 50 000 | 471 764 CHF | 66 156 CHF | 99,15% | 99,15% |
07/08/2024 | 0,75% | 1,38 CHF | 1,39 CHF | 300 000 | 50 000 | 321 514 | 50 000 | 426 115 CHF | 66 932 CHF | 99,16% | 99,16% |
06/08/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 552 670 CHF | 61 908 CHF | 99,15% | 99,15% |
02/08/2024 | 0,67% | 1,44 CHF | 1,45 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 447 598 CHF | 75 100 CHF | 97,05% | 97,05% |
31/07/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 484 470 CHF | 81 245 CHF | 38,10% | 38,10% |