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 | 0,49% | 2,08 CHF | 2,09 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 264 502 CHF | 265 802 CHF | 99,98% | 99,98% |
14/08/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 259 764 CHF | 261 064 CHF | 99,26% | 99,26% |
13/08/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 251 374 CHF | 252 674 CHF | 100,00% | 100,00% |
12/08/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 248 735 CHF | 250 035 CHF | 98,53% | 98,53% |
09/08/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 246 239 CHF | 247 539 CHF | 99,96% | 99,96% |
08/08/2024 | 0,55% | 1,87 CHF | 1,88 CHF | 130 000 | 130 000 | 136 018 | 136 018 | 245 905 CHF | 247 265 CHF | 99,91% | 99,91% |
07/08/2024 | 0,55% | 1,86 CHF | 1,87 CHF | 130 000 | 130 000 | 131 887 | 131 887 | 240 576 CHF | 241 895 CHF | 100,00% | 100,00% |
06/08/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 239 523 CHF | 240 923 CHF | 99,86% | 99,86% |
02/08/2024 | 0,53% | 1,80 CHF | 1,81 CHF | 140 000 | 140 000 | 130 222 | 130 222 | 244 775 CHF | 246 077 CHF | 99,77% | 99,77% |
31/07/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 267 066 CHF | 268 266 CHF | 39,24% | 39,24% |