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 | 1,23% | 0,80 CHF | 0,81 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 604 235 CHF | 81 565 CHF | 93,48% | 93,48% |
14/08/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 600 658 CHF | 81 088 CHF | 92,91% | 92,91% |
13/08/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 604 788 CHF | 81 638 CHF | 98,90% | 98,90% |
12/08/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 594 817 CHF | 80 309 CHF | 94,60% | 94,60% |
09/08/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 574 981 CHF | 77 664 CHF | 94,03% | 94,03% |
08/08/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 576 869 CHF | 77 916 CHF | 98,90% | 98,90% |
07/08/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 574 285 CHF | 77 571 CHF | 98,58% | 98,58% |
06/08/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 585 670 CHF | 79 089 CHF | 99,21% | 99,21% |
02/08/2024 | 1,49% | 0,65 CHF | 0,66 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 498 456 CHF | 67 461 CHF | 98,31% | 98,31% |
30/07/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 593 404 CHF | 80 121 CHF | 98,23% | 98,23% |