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 | 0,38% | 4,07 CHF | 4,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 172 530 CHF | 392 344 CHF | 99,16% | 99,16% |
14/08/2024 | 0,39% | 3,80 CHF | 3,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 154 790 CHF | 386 429 CHF | 99,18% | 99,18% |
13/08/2024 | 0,40% | 3,77 CHF | 3,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 117 660 CHF | 374 054 CHF | 99,17% | 99,17% |
12/08/2024 | 0,41% | 3,71 CHF | 3,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 085 630 CHF | 363 378 CHF | 98,30% | 98,30% |
09/08/2024 | 0,41% | 3,54 CHF | 3,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 093 640 CHF | 366 047 CHF | 99,10% | 99,10% |
08/08/2024 | 0,44% | 3,54 CHF | 3,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 012 720 CHF | 339 073 CHF | 98,82% | 98,82% |
07/08/2024 | 0,43% | 3,60 CHF | 3,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 042 290 CHF | 348 931 CHF | 99,06% | 99,06% |
06/08/2024 | 0,42% | 3,39 CHF | 3,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 067 660 CHF | 357 387 CHF | 98,61% | 98,61% |
02/08/2024 | 0,43% | 3,61 CHF | 3,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 050 440 CHF | 351 648 CHF | 98,42% | 98,42% |
30/07/2024 | 0,38% | 3,76 CHF | 3,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 172 170 CHF | 392 224 CHF | 99,08% | 99,08% |