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 | 0,73% | 1,42 CHF | 1,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 611 049 CHF | 205 183 CHF | 96,86% | 96,86% |
14/08/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 601 593 CHF | 202 031 CHF | 98,66% | 98,66% |
13/08/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 586 686 CHF | 197 062 CHF | 98,77% | 98,77% |
12/08/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 576 233 CHF | 193 578 CHF | 98,82% | 98,82% |
09/08/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 569 481 CHF | 191 327 CHF | 98,73% | 98,73% |
08/08/2024 | 0,80% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 560 444 CHF | 188 315 CHF | 98,20% | 98,20% |
07/08/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 556 464 CHF | 186 988 CHF | 98,81% | 98,81% |
06/08/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 534 537 CHF | 179 679 CHF | 98,74% | 98,74% |
02/08/2024 | 0,75% | 1,26 CHF | 1,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 595 922 CHF | 200 141 CHF | 98,66% | 98,66% |
30/07/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 702 350 CHF | 235 617 CHF | 98,37% | 98,37% |