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 | 0,72% | 1,23 CHF | 1,24 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 483 542 CHF | 208 732 CHF | 98,58% | 98,58% |
14/08/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 502 476 CHF | 216 847 CHF | 99,22% | 99,22% |
13/08/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 539 486 CHF | 232 708 CHF | 99,22% | 99,22% |
12/08/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 536 847 CHF | 231 577 CHF | 99,13% | 99,13% |
09/08/2024 | 0,63% | 1,54 CHF | 1,55 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 550 054 CHF | 237 237 CHF | 99,17% | 99,17% |
08/08/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 585 789 CHF | 252 552 CHF | 99,15% | 99,15% |
07/08/2024 | 0,61% | 1,57 CHF | 1,58 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 568 005 CHF | 244 931 CHF | 94,17% | 94,17% |
06/08/2024 | 0,58% | 1,69 CHF | 1,70 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 601 810 CHF | 259 419 CHF | 98,96% | 98,96% |
02/08/2024 | 0,64% | 1,63 CHF | 1,64 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 544 823 CHF | 234 996 CHF | 98,93% | 98,93% |
30/07/2024 | 1,00% | 1,08 CHF | 1,09 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 349 562 CHF | 151 312 CHF | 98,30% | 98,30% |