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 | 0,63% | 1,69 CHF | 1,70 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 316 623 CHF | 318 623 CHF | 93,93% | 93,93% |
14/08/2024 | 0,71% | 1,54 CHF | 1,55 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 279 579 CHF | 281 579 CHF | 98,76% | 98,76% |
13/08/2024 | 0,85% | 1,25 CHF | 1,26 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 235 188 CHF | 237 188 CHF | 99,81% | 99,81% |
12/08/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 243 358 CHF | 245 358 CHF | 98,19% | 98,19% |
09/08/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 240 278 CHF | 242 278 CHF | 99,55% | 99,55% |
08/08/2024 | 1,07% | 1,09 CHF | 1,10 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 187 285 CHF | 189 285 CHF | 97,01% | 97,01% |
07/08/2024 | 0,95% | 1,21 CHF | 1,22 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 212 132 CHF | 214 132 CHF | 99,56% | 99,56% |
06/08/2024 | 1,29% | 0,80 CHF | 0,81 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 154 401 CHF | 156 401 CHF | 100,00% | 100,00% |
02/08/2024 | 0,74% | 1,12 CHF | 1,13 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 269 071 CHF | 271 071 CHF | 99,83% | 99,83% |
30/07/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 377 286 CHF | 379 286 CHF | 100,00% | 100,00% |