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 | 0,49% | 2,20 CHF | 2,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 605 683 CHF | 202 894 CHF | 99,22% | 99,22% |
14/08/2024 | 0,54% | 1,96 CHF | 1,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 557 965 CHF | 186 988 CHF | 99,21% | 99,21% |
13/08/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 522 927 CHF | 175 309 CHF | 99,23% | 99,23% |
12/08/2024 | 0,60% | 1,76 CHF | 1,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 501 289 CHF | 168 096 CHF | 99,23% | 99,23% |
09/08/2024 | 0,62% | 1,66 CHF | 1,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 486 380 CHF | 163 127 CHF | 99,19% | 99,19% |
08/08/2024 | 0,72% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 418 564 CHF | 140 521 CHF | 99,13% | 99,13% |
07/08/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 458 581 CHF | 153 860 CHF | 98,93% | 98,93% |
06/08/2024 | 0,66% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 452 733 CHF | 151 911 CHF | 93,63% | 93,63% |
02/08/2024 | 0,55% | 1,68 CHF | 1,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 549 320 CHF | 184 107 CHF | 99,08% | 99,08% |
30/07/2024 | 0,43% | 2,17 CHF | 2,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 697 553 CHF | 233 518 CHF | 99,20% | 99,20% |