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 | 0,75% | 2,16 CHF | 2,17 CHF | 170 000 | 170 000 | 95 134 | 95 134 | 200 679 CHF | 202 007 CHF | 99,89% | 99,89% |
14/08/2024 | 0,77% | 2,06 CHF | 2,07 CHF | 180 000 | 180 000 | 96 546 | 96 546 | 196 000 CHF | 197 345 CHF | 99,67% | 99,67% |
13/08/2024 | 0,80% | 2,04 CHF | 2,05 CHF | 180 000 | 180 000 | 102 565 | 102 565 | 201 948 CHF | 203 402 CHF | 99,73% | 99,73% |
12/08/2024 | 0,83% | 1,96 CHF | 1,97 CHF | 180 000 | 180 000 | 105 203 | 105 203 | 199 789 CHF | 201 277 CHF | 99,13% | 99,13% |
09/08/2024 | 0,90% | 1,81 CHF | 1,82 CHF | 190 000 | 190 000 | 106 492 | 106 492 | 185 072 CHF | 186 572 CHF | 98,35% | 98,35% |
08/08/2024 | 0,95% | 1,67 CHF | 1,68 CHF | 200 000 | 200 000 | 110 357 | 110 357 | 182 827 CHF | 184 373 CHF | 99,74% | 99,74% |
07/08/2024 | 0,99% | 1,74 CHF | 1,75 CHF | 200 000 | 200 000 | 117 117 | 117 117 | 187 958 CHF | 189 613 CHF | 99,56% | 99,56% |
06/08/2024 | 1,05% | 1,51 CHF | 1,52 CHF | 210 000 | 210 000 | 117 536 | 117 536 | 182 554 CHF | 184 308 CHF | 99,67% | 99,67% |
02/08/2024 | 1,55% | 2,08 CHF | 2,09 CHF | 180 000 | 180 000 | 66 954 | 66 954 | 133 794 CHF | 135 202 CHF | 95,20% | 95,20% |
30/07/2024 | 0,79% | 1,93 CHF | 1,94 CHF | 180 000 | 180 000 | 97 090 | 97 090 | 192 938 CHF | 194 286 CHF | 99,81% | 99,81% |