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 | 0,72% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 621 904 CHF | 208 801 CHF | 99,23% | 99,23% |
14/08/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 652 028 CHF | 218 843 CHF | 99,23% | 99,23% |
13/08/2024 | 0,64% | 1,49 CHF | 1,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 703 074 CHF | 235 858 CHF | 99,22% | 99,22% |
12/08/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 699 525 CHF | 234 675 CHF | 99,23% | 99,23% |
09/08/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 710 339 CHF | 238 280 CHF | 99,22% | 99,22% |
08/08/2024 | 0,61% | 1,57 CHF | 1,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 730 392 CHF | 244 964 CHF | 99,22% | 99,22% |
07/08/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 690 706 CHF | 231 735 CHF | 99,20% | 99,20% |
06/08/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 719 467 CHF | 241 322 CHF | 99,19% | 99,19% |
02/08/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 697 651 CHF | 234 050 CHF | 99,22% | 99,22% |
30/07/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 586 232 CHF | 196 911 CHF | 98,28% | 98,28% |