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 | 0,95% | 1,05 CHF | 1,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 472 410 CHF | 158 970 CHF | 99,01% | 99,01% |
14/08/2024 | 1,03% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 435 473 CHF | 146 658 CHF | 99,24% | 99,24% |
13/08/2024 | 1,10% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 405 915 CHF | 136 805 CHF | 99,29% | 99,29% |
12/08/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 404 358 CHF | 136 286 CHF | 99,22% | 99,22% |
09/08/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 394 714 CHF | 133 071 CHF | 99,05% | 99,05% |
08/08/2024 | 1,25% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 358 225 CHF | 120 908 CHF | 99,06% | 99,06% |
07/08/2024 | 1,23% | 0,87 CHF | 0,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 365 028 CHF | 123 176 CHF | 99,03% | 99,03% |
06/08/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 349 975 | 116 658 | 262 078 CHF | 88 526 CHF | 98,74% | 98,74% |
02/08/2024 | 1,24% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 360 750 CHF | 121 750 CHF | 98,81% | 98,81% |
30/07/2024 | 1,12% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 397 995 CHF | 134 165 CHF | 98,76% | 98,76% |