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 | 0,87% | 1,13 CHF | 1,14 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 285 274 CHF | 115 109 CHF | 99,16% | 99,16% |
14/08/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 293 253 CHF | 118 301 CHF | 97,65% | 97,65% |
13/08/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 315 477 CHF | 127 191 CHF | 99,16% | 99,16% |
12/08/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 302 049 CHF | 121 820 CHF | 99,17% | 99,17% |
09/08/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 306 006 CHF | 123 402 CHF | 99,16% | 99,16% |
08/08/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 325 376 CHF | 131 150 CHF | 99,15% | 99,15% |
07/08/2024 | 0,80% | 1,19 CHF | 1,20 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 313 326 CHF | 126 331 CHF | 99,16% | 99,16% |
06/08/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 328 718 CHF | 132 487 CHF | 99,14% | 99,14% |
02/08/2024 | 0,99% | 1,17 CHF | 1,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 252 257 CHF | 101 903 CHF | 97,53% | 97,53% |
31/07/2024 | 1,32% | 0,77 CHF | 0,78 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 188 539 CHF | 76 416 CHF | 37,90% | 37,90% |