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 | 0,64% | 1,52 CHF | 1,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 703 955 CHF | 236 152 CHF | 99,48% | 99,48% |
14/08/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 708 025 CHF | 237 508 CHF | 99,52% | 99,52% |
13/08/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 745 954 CHF | 250 151 CHF | 99,55% | 99,55% |
12/08/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 718 462 CHF | 240 987 CHF | 99,31% | 99,31% |
09/08/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 708 283 CHF | 237 594 CHF | 99,51% | 99,51% |
08/08/2024 | 0,61% | 1,60 CHF | 1,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 738 795 CHF | 247 765 CHF | 99,49% | 99,49% |
07/08/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 720 075 CHF | 241 525 CHF | 99,40% | 99,40% |
06/08/2024 | 0,64% | 1,62 CHF | 1,63 CHF | 450 000 | 150 000 | 349 567 | 116 522 | 546 727 CHF | 183 408 CHF | 98,34% | 98,34% |
02/08/2024 | 0,68% | 1,59 CHF | 1,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 662 439 CHF | 222 313 CHF | 99,36% | 99,36% |
30/07/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 589 194 CHF | 197 898 CHF | 99,57% | 99,57% |