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 | 0,76% | 1,30 CHF | 1,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 589 662 CHF | 198 054 CHF | 99,23% | 99,23% |
14/08/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 599 815 CHF | 201 438 CHF | 99,23% | 99,23% |
13/08/2024 | 0,72% | 1,35 CHF | 1,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 621 452 CHF | 208 651 CHF | 99,21% | 99,21% |
12/08/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 620 868 CHF | 208 456 CHF | 99,23% | 99,23% |
09/08/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 623 601 CHF | 209 367 CHF | 99,22% | 99,22% |
08/08/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 629 767 CHF | 211 422 CHF | 99,22% | 99,22% |
07/08/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 614 015 CHF | 206 172 CHF | 99,22% | 99,22% |
06/08/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 622 890 CHF | 209 130 CHF | 99,20% | 99,20% |
02/08/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 619 783 CHF | 208 094 CHF | 99,22% | 99,22% |
30/07/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 582 535 CHF | 195 678 CHF | 98,30% | 98,30% |