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 | 0,77% | 1,32 CHF | 1,33 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 386 668 CHF | 389 668 CHF | 100,00% | 100,00% |
14/08/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 372 336 CHF | 375 336 CHF | 99,61% | 99,61% |
13/08/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 381 822 CHF | 384 822 CHF | 99,95% | 99,95% |
12/08/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 300 000 | 300 000 | 299 991 | 299 991 | 387 741 CHF | 390 741 CHF | 99,78% | 99,78% |
09/08/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 375 983 CHF | 378 983 CHF | 100,00% | 100,00% |
08/08/2024 | 0,83% | 1,26 CHF | 1,27 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 361 420 CHF | 364 420 CHF | 99,98% | 99,98% |
07/08/2024 | 0,82% | 1,26 CHF | 1,27 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 364 423 CHF | 367 423 CHF | 99,99% | 99,99% |
06/08/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 342 207 CHF | 345 207 CHF | 99,92% | 99,92% |
02/08/2024 | 0,78% | 1,19 CHF | 1,20 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 385 192 CHF | 388 192 CHF | 99,87% | 99,87% |
30/07/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 437 704 CHF | 440 704 CHF | 99,58% | 99,58% |