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 | 0,82% | 1,23 CHF | 1,24 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 302 894 CHF | 122 158 CHF | 99,16% | 99,16% |
14/08/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 297 495 CHF | 119 998 CHF | 97,65% | 97,65% |
13/08/2024 | 0,90% | 1,14 CHF | 1,15 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 277 851 CHF | 112 140 CHF | 99,16% | 99,16% |
12/08/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 280 899 CHF | 113 360 CHF | 99,17% | 99,17% |
09/08/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 280 254 CHF | 113 102 CHF | 99,16% | 99,16% |
08/08/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 271 862 CHF | 109 745 CHF | 99,15% | 99,15% |
07/08/2024 | 0,90% | 1,14 CHF | 1,15 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 275 575 CHF | 111 230 CHF | 99,15% | 99,15% |
06/08/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 254 089 CHF | 102 635 CHF | 99,15% | 99,15% |
02/08/2024 | 0,80% | 1,20 CHF | 1,21 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 310 345 CHF | 125 138 CHF | 97,57% | 97,57% |
31/07/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 334 874 CHF | 134 950 CHF | 37,89% | 37,89% |