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 | 0,40% | 2,53 CHF | 2,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 487 860 CHF | 497 952 CHF | 98,74% | 98,74% |
14/08/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 459 950 CHF | 488 651 CHF | 98,79% | 98,79% |
13/08/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 428 590 CHF | 478 197 CHF | 98,73% | 98,73% |
12/08/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 419 960 CHF | 475 322 CHF | 98,83% | 98,83% |
09/08/2024 | 0,43% | 2,36 CHF | 2,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 404 790 CHF | 470 264 CHF | 98,73% | 98,73% |
08/08/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 347 540 CHF | 451 180 CHF | 98,70% | 98,70% |
07/08/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 369 970 CHF | 458 656 CHF | 98,75% | 98,75% |
06/08/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 328 060 CHF | 444 686 CHF | 98,65% | 98,65% |
02/08/2024 | 0,43% | 2,26 CHF | 2,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 384 160 CHF | 463 388 CHF | 98,67% | 98,67% |
30/07/2024 | 0,40% | 2,45 CHF | 2,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 487 120 CHF | 497 706 CHF | 98,74% | 98,74% |