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 | 0,89% | 1,19 CHF | 1,20 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 222 924 CHF | 224 924 CHF | 99,67% | 99,67% |
14/08/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 214 698 CHF | 216 698 CHF | 99,28% | 99,28% |
13/08/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 207 238 CHF | 209 238 CHF | 99,81% | 99,81% |
12/08/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 209 387 CHF | 211 387 CHF | 99,78% | 99,78% |
09/08/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 205 812 CHF | 207 812 CHF | 99,55% | 99,55% |
08/08/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 194 718 CHF | 196 718 CHF | 97,33% | 97,33% |
07/08/2024 | 1,00% | 1,04 CHF | 1,05 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 199 990 CHF | 201 990 CHF | 99,69% | 99,69% |
06/08/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 176 824 CHF | 178 824 CHF | 100,00% | 100,00% |
02/08/2024 | 0,91% | 0,99 CHF | 1,00 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 218 638 CHF | 220 638 CHF | 99,83% | 99,83% |
30/07/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 307 511 CHF | 309 511 CHF | 100,00% | 100,00% |