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 | 0,90% | 1,14 CHF | 1,15 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 498 781 CHF | 111 840 CHF | 99,15% | 99,15% |
14/08/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 480 172 CHF | 107 705 CHF | 96,57% | 96,57% |
13/08/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 451 234 CHF | 101 274 CHF | 99,16% | 99,16% |
12/08/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 473 820 CHF | 106 293 CHF | 99,17% | 99,17% |
09/08/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 477 832 CHF | 107 185 CHF | 99,15% | 99,15% |
08/08/2024 | 1,05% | 1,02 CHF | 1,03 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 428 264 CHF | 96 170 CHF | 99,14% | 99,14% |
07/08/2024 | 1,00% | 1,05 CHF | 1,06 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 448 087 CHF | 100 575 CHF | 99,15% | 99,15% |
06/08/2024 | 1,12% | 0,92 CHF | 0,93 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 400 082 CHF | 89 907 CHF | 99,12% | 99,12% |
02/08/2024 | 0,92% | 1,00 CHF | 1,01 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 489 127 CHF | 109 695 CHF | 96,91% | 96,91% |
31/07/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 538 778 CHF | 120 729 CHF | 39,31% | 39,31% |