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 | 0,76% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 592 138 CHF | 198 879 CHF | 99,15% | 99,15% |
14/08/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 578 250 CHF | 194 250 CHF | 96,49% | 96,49% |
13/08/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 544 141 CHF | 182 880 CHF | 98,89% | 98,89% |
12/08/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 564 220 CHF | 189 573 CHF | 99,16% | 99,16% |
09/08/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 515 976 CHF | 173 492 CHF | 99,16% | 99,16% |
08/08/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 532 115 CHF | 178 872 CHF | 98,85% | 98,85% |
07/08/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 579 206 CHF | 194 569 CHF | 99,16% | 99,16% |
06/08/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 557 736 CHF | 187 412 CHF | 99,14% | 99,14% |
02/08/2024 | 0,69% | 1,37 CHF | 1,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 645 747 CHF | 216 749 CHF | 94,17% | 94,17% |
31/07/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 753 620 CHF | 252 707 CHF | 39,53% | 39,53% |