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 | 0,70% | 1,28 CHF | 1,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 287 381 CHF | 289 381 CHF | 97,75% | 97,75% |
14/08/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 313 586 CHF | 315 586 CHF | 98,68% | 98,68% |
13/08/2024 | 0,59% | 1,63 CHF | 1,64 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 336 383 CHF | 338 383 CHF | 98,44% | 98,44% |
12/08/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 336 242 CHF | 338 242 CHF | 98,57% | 98,57% |
09/08/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 341 579 CHF | 343 579 CHF | 99,52% | 99,52% |
08/08/2024 | 0,54% | 1,77 CHF | 1,78 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 371 435 CHF | 373 435 CHF | 99,25% | 99,25% |
07/08/2024 | 0,55% | 1,76 CHF | 1,77 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 363 066 CHF | 365 066 CHF | 99,34% | 99,34% |
06/08/2024 | 0,50% | 1,96 CHF | 1,97 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 400 251 CHF | 402 251 CHF | 98,96% | 98,96% |
02/08/2024 | 0,63% | 1,73 CHF | 1,74 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 317 867 CHF | 319 867 CHF | 88,93% | 88,93% |
30/07/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 205 622 CHF | 207 622 CHF | 99,06% | 99,06% |