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 | 0,35% | 2,90 CHF | 2,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 852 453 CHF | 285 151 CHF | 96,65% | 96,65% |
14/08/2024 | 0,37% | 2,81 CHF | 2,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 818 370 CHF | 273 790 CHF | 99,20% | 99,20% |
13/08/2024 | 0,41% | 2,54 CHF | 2,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 727 055 CHF | 243 352 CHF | 98,81% | 98,81% |
12/08/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 722 886 CHF | 241 962 CHF | 99,23% | 99,23% |
09/08/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 738 462 CHF | 247 154 CHF | 99,03% | 99,03% |
08/08/2024 | 0,50% | 2,23 CHF | 2,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 601 409 CHF | 201 470 CHF | 99,07% | 99,07% |
07/08/2024 | 0,45% | 2,07 CHF | 2,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 672 073 CHF | 225 024 CHF | 99,16% | 99,16% |
06/08/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 650 441 CHF | 217 814 CHF | 99,03% | 99,03% |
02/08/2024 | 0,44% | 2,14 CHF | 2,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 679 617 CHF | 227 539 CHF | 98,92% | 98,92% |
30/07/2024 | 0,29% | 3,13 CHF | 3,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 020 790 CHF | 341 264 CHF | 99,20% | 99,20% |