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 | 0,83% | 1,33 CHF | 1,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 365 372 CHF | 122 791 CHF | 95,74% | 95,74% |
14/08/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 304 063 CHF | 102 354 CHF | 97,64% | 97,64% |
13/08/2024 | 0,96% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 310 276 CHF | 104 425 CHF | 99,24% | 99,24% |
12/08/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 307 136 CHF | 103 379 CHF | 95,98% | 95,98% |
09/08/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 292 891 CHF | 98 630 CHF | 99,21% | 99,21% |
08/08/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 281 989 CHF | 94 996 CHF | 95,43% | 95,43% |
07/08/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 298 247 CHF | 100 416 CHF | 93,86% | 93,86% |
06/08/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 294 868 CHF | 99 289 CHF | 99,18% | 99,18% |
02/08/2024 | 0,90% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 331 125 CHF | 111 375 CHF | 99,18% | 99,18% |
30/07/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 340 538 CHF | 114 513 CHF | 99,22% | 99,22% |