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 | 0,57% | 1,72 CHF | 1,73 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 434 008 CHF | 174 603 CHF | 99,15% | 99,15% |
14/08/2024 | 0,56% | 1,75 CHF | 1,76 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 441 663 CHF | 177 665 CHF | 97,50% | 97,50% |
13/08/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 464 204 CHF | 186 682 CHF | 99,16% | 99,16% |
12/08/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 450 438 CHF | 181 175 CHF | 99,17% | 99,17% |
09/08/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 454 674 CHF | 182 870 CHF | 99,17% | 99,17% |
08/08/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 474 131 CHF | 190 652 CHF | 99,15% | 99,15% |
07/08/2024 | 0,54% | 1,78 CHF | 1,79 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 461 654 CHF | 185 662 CHF | 99,15% | 99,15% |
06/08/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 477 502 CHF | 192 001 CHF | 99,09% | 99,09% |
02/08/2024 | 0,62% | 1,76 CHF | 1,77 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 401 073 CHF | 161 429 CHF | 97,53% | 97,53% |
31/07/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 337 317 CHF | 135 927 CHF | 37,89% | 37,89% |