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 | 1,15% | 0,85 CHF | 0,86 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 216 768 CHF | 87 707 CHF | 99,16% | 99,16% |
14/08/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 222 354 CHF | 89 941 CHF | 97,51% | 97,51% |
13/08/2024 | 1,03% | 0,94 CHF | 0,95 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 242 264 CHF | 97 906 CHF | 99,16% | 99,16% |
12/08/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 239 388 CHF | 96 755 CHF | 99,17% | 99,17% |
09/08/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 240 896 CHF | 97 358 CHF | 99,16% | 99,16% |
08/08/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 249 120 CHF | 100 648 CHF | 99,14% | 99,14% |
07/08/2024 | 1,01% | 0,94 CHF | 0,95 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 245 761 CHF | 99 304 CHF | 99,16% | 99,16% |
06/08/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 267 364 CHF | 107 946 CHF | 99,13% | 99,13% |
02/08/2024 | 1,17% | 0,89 CHF | 0,90 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 212 057 CHF | 85 823 CHF | 97,56% | 97,56% |
31/07/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 188 027 CHF | 76 211 CHF | 37,88% | 37,88% |