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 | 0,81% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 544 CHF | 62 044 CHF | 100,00% | 100,00% |
14/08/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 850 CHF | 61 350 CHF | 100,00% | 100,00% |
13/08/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 652 CHF | 61 152 CHF | 98,88% | 98,88% |
12/08/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 081 CHF | 58 581 CHF | 98,75% | 98,75% |
09/08/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 876 CHF | 57 376 CHF | 99,86% | 99,86% |
08/08/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 325 CHF | 57 825 CHF | 100,00% | 100,00% |
07/08/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 553 CHF | 56 053 CHF | 99,40% | 99,40% |
06/08/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 497 CHF | 57 997 CHF | 98,97% | 98,97% |
02/08/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 567 CHF | 59 067 CHF | 99,74% | 99,74% |
31/07/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 750 CHF | 58 250 CHF | 32,12% | 32,12% |