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 | 0,76% | 1,32 CHF | 1,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 592 544 CHF | 199 015 CHF | 99,45% | 99,45% |
14/08/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 556 289 CHF | 186 930 CHF | 99,53% | 99,53% |
13/08/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 541 896 CHF | 182 132 CHF | 99,63% | 99,63% |
12/08/2024 | 0,80% | 1,21 CHF | 1,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 558 416 CHF | 187 639 CHF | 99,64% | 99,64% |
09/08/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 544 785 CHF | 183 095 CHF | 99,55% | 99,55% |
08/08/2024 | 0,89% | 1,17 CHF | 1,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 502 853 CHF | 169 118 CHF | 99,35% | 99,35% |
07/08/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 511 171 CHF | 171 890 CHF | 99,48% | 99,48% |
06/08/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 350 369 | 116 790 | 363 032 CHF | 122 179 CHF | 99,13% | 99,13% |
02/08/2024 | 0,80% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 560 848 CHF | 188 449 CHF | 99,33% | 99,33% |
30/07/2024 | 0,76% | 1,40 CHF | 1,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 588 018 CHF | 197 506 CHF | 99,56% | 99,56% |