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 | 1,02% | 0,97 CHF | 0,98 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 730 140 CHF | 98 352 CHF | 93,48% | 93,48% |
14/08/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 726 361 CHF | 97 848 CHF | 92,92% | 92,92% |
13/08/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 729 564 CHF | 98 275 CHF | 98,90% | 98,90% |
12/08/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 719 681 CHF | 96 957 CHF | 94,59% | 94,59% |
09/08/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 699 335 CHF | 94 245 CHF | 94,03% | 94,03% |
08/08/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 700 306 CHF | 94 374 CHF | 98,89% | 98,89% |
07/08/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 698 024 CHF | 94 070 CHF | 98,58% | 98,58% |
06/08/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 707 978 CHF | 95 397 CHF | 99,21% | 99,21% |
02/08/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 622 235 CHF | 83 965 CHF | 98,31% | 98,31% |
30/07/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 718 806 CHF | 96 841 CHF | 98,23% | 98,23% |