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 | 0,94% | 1,15 CHF | 1,16 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 211 627 CHF | 213 627 CHF | 99,63% | 99,63% |
14/08/2024 | 1,10% | 1,03 CHF | 1,04 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 181 520 CHF | 183 520 CHF | 99,24% | 99,24% |
13/08/2024 | 1,35% | 0,79 CHF | 0,80 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 147 797 CHF | 149 797 CHF | 99,82% | 99,82% |
12/08/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 155 233 CHF | 157 233 CHF | 98,19% | 98,19% |
09/08/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 154 484 CHF | 156 484 CHF | 99,56% | 99,56% |
08/08/2024 | 1,75% | 0,68 CHF | 0,69 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 114 309 CHF | 116 309 CHF | 97,08% | 97,08% |
07/08/2024 | 1,46% | 0,80 CHF | 0,81 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 137 298 CHF | 139 298 CHF | 99,59% | 99,59% |
06/08/2024 | 2,02% | 0,52 CHF | 0,53 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 98 700 CHF | 100 700 CHF | 99,63% | 99,63% |
02/08/2024 | 1,17% | 0,68 CHF | 0,69 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 171 332 CHF | 173 332 CHF | 99,65% | 99,65% |
30/07/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 267 381 CHF | 269 381 CHF | 100,00% | 100,00% |