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 | 0,99% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 303 015 CHF | 102 005 CHF | 99,23% | 99,23% |
14/08/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 300 529 CHF | 101 176 CHF | 99,24% | 99,24% |
13/08/2024 | 0,98% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 305 971 CHF | 102 990 CHF | 99,24% | 99,24% |
12/08/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 313 104 CHF | 105 368 CHF | 99,24% | 99,24% |
09/08/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 310 574 CHF | 104 525 CHF | 99,23% | 99,23% |
08/08/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 302 365 CHF | 101 788 CHF | 95,13% | 95,13% |
07/08/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 305 206 CHF | 102 735 CHF | 99,23% | 99,23% |
06/08/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 312 516 CHF | 105 172 CHF | 99,21% | 99,21% |
02/08/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 315 758 CHF | 106 253 CHF | 99,20% | 99,20% |
30/07/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 309 519 CHF | 104 173 CHF | 99,21% | 99,21% |