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 | 0,84% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 351 CHF | 59 851 CHF | 100,00% | 100,00% |
14/08/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 181 CHF | 59 681 CHF | 100,00% | 100,00% |
13/08/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 432 CHF | 59 932 CHF | 98,77% | 98,77% |
12/08/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 609 CHF | 59 109 CHF | 99,14% | 99,14% |
09/08/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 187 CHF | 58 687 CHF | 99,82% | 99,82% |
08/08/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 146 CHF | 57 646 CHF | 100,00% | 100,00% |
07/08/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 058 CHF | 56 558 CHF | 99,42% | 99,42% |
06/08/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 344 CHF | 56 844 CHF | 99,59% | 99,59% |
02/08/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 717 CHF | 59 217 CHF | 99,81% | 99,81% |
31/07/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 898 CHF | 57 398 CHF | 32,11% | 32,11% |