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% | 1,47 CHF | 1,48 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 710 947 CHF | 143 189 CHF | 99,27% | 99,27% |
14/08/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 686 612 CHF | 138 322 CHF | 99,25% | 99,25% |
13/08/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 651 560 CHF | 131 312 CHF | 99,26% | 99,26% |
12/08/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 655 111 CHF | 132 022 CHF | 99,27% | 99,27% |
09/08/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 640 701 CHF | 129 140 CHF | 99,27% | 99,27% |
08/08/2024 | 0,84% | 1,24 CHF | 1,25 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 595 514 CHF | 120 103 CHF | 99,25% | 99,25% |
07/08/2024 | 0,83% | 1,25 CHF | 1,26 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 602 374 CHF | 121 475 CHF | 99,26% | 99,26% |
06/08/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 559 253 CHF | 112 851 CHF | 99,23% | 99,23% |
02/08/2024 | 0,78% | 1,20 CHF | 1,21 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 637 851 CHF | 128 570 CHF | 99,20% | 99,20% |
31/07/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 742 509 CHF | 149 502 CHF | 37,94% | 37,94% |