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 | 1,03% | 1,03 CHF | 1,04 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 581 777 CHF | 195 926 CHF | 99,27% | 99,27% |
14/08/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 552 711 CHF | 186 237 CHF | 99,27% | 99,27% |
13/08/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 504 588 CHF | 170 196 CHF | 99,08% | 99,08% |
12/08/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 511 372 CHF | 172 457 CHF | 99,27% | 99,27% |
09/08/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 512 855 CHF | 172 952 CHF | 99,20% | 99,20% |
08/08/2024 | 1,23% | 0,84 CHF | 0,85 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 484 236 CHF | 163 412 CHF | 99,26% | 99,26% |
07/08/2024 | 1,14% | 0,91 CHF | 0,92 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 525 762 CHF | 177 254 CHF | 99,23% | 99,23% |
06/08/2024 | 1,27% | 0,80 CHF | 0,81 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 469 577 CHF | 158 526 CHF | 98,79% | 98,79% |
02/08/2024 | 1,16% | 0,81 CHF | 0,82 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 516 425 CHF | 174 142 CHF | 98,21% | 98,21% |
30/07/2024 | 0,93% | 1,03 CHF | 1,04 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 639 103 CHF | 215 034 CHF | 99,20% | 99,20% |