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 | 0,82% | 1,20 CHF | 1,21 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 362 973 CHF | 365 973 CHF | 100,00% | 100,00% |
14/08/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 363 418 CHF | 366 418 CHF | 99,62% | 99,62% |
13/08/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 370 862 CHF | 373 862 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 300 000 | 300 000 | 299 992 | 299 992 | 373 012 CHF | 376 012 CHF | 99,74% | 99,74% |
09/08/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 374 707 CHF | 377 707 CHF | 100,00% | 100,00% |
08/08/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 382 920 CHF | 385 920 CHF | 99,98% | 99,98% |
07/08/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 381 335 CHF | 384 335 CHF | 100,00% | 100,00% |
06/08/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 394 586 CHF | 397 586 CHF | 99,90% | 99,90% |
02/08/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 386 518 CHF | 389 518 CHF | 99,98% | 99,98% |
30/07/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 381 831 CHF | 384 831 CHF | 99,57% | 99,57% |