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 | 0,60% | 1,74 CHF | 1,75 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 251 460 CHF | 84 320 CHF | 99,16% | 99,16% |
14/08/2024 | 0,58% | 1,80 CHF | 1,81 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 260 617 CHF | 87 372 CHF | 97,42% | 97,42% |
13/08/2024 | 0,54% | 1,79 CHF | 1,80 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 279 585 CHF | 93 695 CHF | 98,92% | 98,92% |
12/08/2024 | 0,62% | 1,67 CHF | 1,68 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 241 747 CHF | 81 082 CHF | 99,16% | 99,16% |
09/08/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 233 875 CHF | 78 458 CHF | 99,16% | 99,16% |
08/08/2024 | 0,73% | 1,48 CHF | 1,49 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 204 740 CHF | 68 747 CHF | 99,16% | 99,16% |
07/08/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 202 753 CHF | 68 084 CHF | 99,16% | 99,16% |
06/08/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 192 589 CHF | 64 697 CHF | 99,15% | 99,15% |
02/08/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 203 972 CHF | 68 491 CHF | 97,76% | 97,76% |
30/07/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 221 192 CHF | 74 231 CHF | 99,17% | 99,17% |