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 | 3,50% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 126 826 CHF | 43 776 CHF | 97,65% | 97,65% |
14/08/2024 | 3,64% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 121 418 CHF | 41 973 CHF | 98,68% | 98,68% |
13/08/2024 | 3,79% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 116 483 CHF | 40 328 CHF | 98,73% | 98,73% |
12/08/2024 | 3,53% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 125 196 CHF | 43 232 CHF | 98,59% | 98,59% |
09/08/2024 | 3,33% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 133 159 CHF | 45 886 CHF | 98,63% | 98,63% |
08/08/2024 | 3,53% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 125 115 CHF | 43 205 CHF | 98,73% | 98,73% |
07/08/2024 | 3,20% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 138 348 CHF | 47 616 CHF | 98,83% | 98,83% |
06/08/2024 | 3,70% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 119 404 CHF | 41 301 CHF | 98,75% | 98,75% |
02/08/2024 | 2,71% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 163 841 CHF | 56 114 CHF | 98,77% | 98,77% |
30/07/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 234 569 CHF | 79 690 CHF | 92,85% | 92,85% |