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 | 0,70% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 429 486 CHF | 144 162 CHF | 99,23% | 99,23% |
14/08/2024 | 0,68% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 438 723 CHF | 147 241 CHF | 99,24% | 99,24% |
13/08/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 438 964 CHF | 147 321 CHF | 99,24% | 99,24% |
12/08/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 449 925 CHF | 150 975 CHF | 99,24% | 99,24% |
09/08/2024 | 0,66% | 1,48 CHF | 1,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 450 638 CHF | 151 213 CHF | 99,23% | 99,23% |
08/08/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 461 171 CHF | 154 724 CHF | 99,20% | 99,20% |
07/08/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 475 194 CHF | 159 398 CHF | 99,23% | 99,23% |
06/08/2024 | 0,61% | 1,60 CHF | 1,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 487 496 CHF | 163 499 CHF | 99,20% | 99,20% |
02/08/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 437 071 CHF | 146 690 CHF | 99,08% | 99,08% |
30/07/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 455 287 CHF | 152 762 CHF | 99,09% | 99,09% |