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 | 0,70% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 044 CHF | 71 544 CHF | 100,00% | 100,00% |
14/08/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 350 CHF | 70 850 CHF | 100,00% | 100,00% |
13/08/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 152 CHF | 70 652 CHF | 98,88% | 98,88% |
12/08/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 581 CHF | 68 081 CHF | 98,72% | 98,72% |
09/08/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 376 CHF | 66 876 CHF | 99,86% | 99,86% |
08/08/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 876 CHF | 67 376 CHF | 100,00% | 100,00% |
07/08/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 053 CHF | 65 553 CHF | 99,40% | 99,40% |
06/08/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 997 CHF | 67 497 CHF | 99,01% | 99,01% |
02/08/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 130 CHF | 68 630 CHF | 99,77% | 99,77% |
31/07/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 250 CHF | 67 750 CHF | 32,11% | 32,11% |