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 | 0,83% | 1,18 CHF | 1,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 543 232 CHF | 182 577 CHF | 91,64% | 91,64% |
14/08/2024 | 0,81% | 1,25 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 556 009 CHF | 186 836 CHF | 96,46% | 96,46% |
13/08/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 568 427 CHF | 190 976 CHF | 97,13% | 97,13% |
12/08/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 564 601 CHF | 189 700 CHF | 98,12% | 98,12% |
09/08/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 562 876 CHF | 189 125 CHF | 97,95% | 97,95% |
08/08/2024 | 0,77% | 1,27 CHF | 1,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 579 418 CHF | 194 639 CHF | 98,60% | 98,60% |
07/08/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 549 114 CHF | 184 538 CHF | 99,38% | 99,38% |
06/08/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 586 872 CHF | 197 124 CHF | 99,34% | 99,34% |
02/08/2024 | 0,83% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 537 407 CHF | 180 636 CHF | 99,27% | 99,27% |
30/07/2024 | 1,59% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 281 308 CHF | 95 269 CHF | 97,74% | 97,74% |