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 | 0,45% | 4,42 CHF | 4,44 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 203 740 CHF | 442 749 CHF | 99,26% | 99,26% |
14/08/2024 | 0,46% | 4,55 CHF | 4,57 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 180 440 CHF | 438 087 CHF | 99,23% | 99,23% |
13/08/2024 | 0,50% | 4,05 CHF | 4,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 001 830 CHF | 402 366 CHF | 99,27% | 99,27% |
12/08/2024 | 0,50% | 3,99 CHF | 4,01 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 989 930 CHF | 399 986 CHF | 99,27% | 99,27% |
09/08/2024 | 0,51% | 3,96 CHF | 3,98 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 971 130 CHF | 396 227 CHF | 99,26% | 99,26% |
08/08/2024 | 0,52% | 3,88 CHF | 3,90 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 901 890 CHF | 382 379 CHF | 99,22% | 99,22% |
07/08/2024 | 0,52% | 3,94 CHF | 3,96 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 932 060 CHF | 388 412 CHF | 99,25% | 99,25% |
06/08/2024 | 0,56% | 3,66 CHF | 3,68 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 794 890 CHF | 360 979 CHF | 99,12% | 99,12% |
02/08/2024 | 0,51% | 3,75 CHF | 3,77 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 975 440 CHF | 397 087 CHF | 99,15% | 99,15% |
31/07/2024 | 0,44% | 4,56 CHF | 4,58 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 281 400 CHF | 458 280 CHF | 37,93% | 37,93% |