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 | 0,50% | 2,07 CHF | 2,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 902 277 CHF | 302 259 CHF | 96,86% | 96,86% |
14/08/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 892 097 CHF | 298 866 CHF | 98,65% | 98,65% |
13/08/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 875 797 CHF | 293 432 CHF | 98,77% | 98,77% |
12/08/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 865 624 CHF | 290 041 CHF | 98,78% | 98,78% |
09/08/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 857 427 CHF | 287 309 CHF | 98,74% | 98,74% |
08/08/2024 | 0,53% | 1,95 CHF | 1,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 846 710 CHF | 283 737 CHF | 98,24% | 98,24% |
07/08/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 843 111 CHF | 282 537 CHF | 98,82% | 98,82% |
06/08/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 818 660 CHF | 274 387 CHF | 98,70% | 98,70% |
02/08/2024 | 0,51% | 1,90 CHF | 1,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 882 749 CHF | 295 750 CHF | 98,69% | 98,69% |
30/07/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 994 130 CHF | 332 877 CHF | 98,35% | 98,35% |