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 | 0,69% | 1,42 CHF | 1,43 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 359 693 CHF | 144 877 CHF | 99,15% | 99,15% |
14/08/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 367 667 CHF | 148 067 CHF | 97,66% | 97,66% |
13/08/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 389 897 CHF | 156 959 CHF | 99,16% | 99,16% |
12/08/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 376 032 CHF | 151 413 CHF | 99,15% | 99,15% |
09/08/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 380 383 CHF | 153 153 CHF | 99,16% | 99,16% |
08/08/2024 | 0,62% | 1,58 CHF | 1,59 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 399 766 CHF | 160 906 CHF | 99,15% | 99,15% |
07/08/2024 | 0,64% | 1,48 CHF | 1,49 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 387 660 CHF | 156 064 CHF | 99,16% | 99,16% |
06/08/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 403 147 CHF | 162 259 CHF | 99,11% | 99,11% |
02/08/2024 | 0,76% | 1,47 CHF | 1,48 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 326 678 CHF | 131 671 CHF | 97,55% | 97,55% |
31/07/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 262 900 CHF | 106 160 CHF | 37,89% | 37,89% |