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 | 0,90% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 332 137 CHF | 111 712 CHF | 98,90% | 98,90% |
14/08/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 316 615 CHF | 106 538 CHF | 98,91% | 98,91% |
13/08/2024 | 1,00% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 299 488 CHF | 100 829 CHF | 99,11% | 99,11% |
12/08/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 293 437 CHF | 98 813 CHF | 99,00% | 99,00% |
09/08/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 287 213 CHF | 96 738 CHF | 98,81% | 98,81% |
08/08/2024 | 1,17% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 255 703 CHF | 86 234 CHF | 98,81% | 98,81% |
07/08/2024 | 1,11% | 0,93 CHF | 0,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 269 100 CHF | 90 700 CHF | 98,86% | 98,86% |
06/08/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 250 724 CHF | 84 575 CHF | 97,76% | 97,76% |
02/08/2024 | 1,09% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 275 090 CHF | 92 697 CHF | 99,00% | 99,00% |
30/07/2024 | 0,91% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 329 804 CHF | 110 935 CHF | 98,63% | 98,63% |