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 | 0,53% | 1,83 CHF | 1,84 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 280 613 CHF | 94 038 CHF | 97,74% | 97,74% |
14/08/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 283 234 CHF | 94 911 CHF | 99,23% | 99,23% |
13/08/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 283 322 CHF | 94 941 CHF | 97,74% | 97,74% |
12/08/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 282 588 CHF | 94 696 CHF | 99,24% | 99,24% |
09/08/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 283 197 CHF | 94 899 CHF | 98,84% | 98,84% |
08/08/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 283 545 CHF | 95 015 CHF | 99,18% | 99,18% |
07/08/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 264 927 CHF | 88 809 CHF | 95,83% | 95,83% |
06/08/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 267 597 CHF | 89 699 CHF | 99,20% | 99,20% |
02/08/2024 | 0,58% | 1,76 CHF | 1,77 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 257 971 CHF | 86 490 CHF | 99,22% | 99,22% |
30/07/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 261 059 CHF | 87 520 CHF | 99,06% | 99,06% |