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 | 2,11% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 281 281 CHF | 95 761 CHF | 99,03% | 99,03% |
14/08/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 268 391 CHF | 91 464 CHF | 99,23% | 99,23% |
13/08/2024 | 2,35% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 252 092 CHF | 86 031 CHF | 99,22% | 99,22% |
12/08/2024 | 2,38% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 248 851 CHF | 84 951 CHF | 99,27% | 99,27% |
09/08/2024 | 2,42% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 244 814 CHF | 83 605 CHF | 99,31% | 99,31% |
08/08/2024 | 2,56% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 231 803 CHF | 79 268 CHF | 99,14% | 99,14% |
07/08/2024 | 2,39% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 248 450 CHF | 84 817 CHF | 98,70% | 98,70% |
06/08/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 466 842 | 155 614 | 186 111 CHF | 63 593 CHF | 98,90% | 98,90% |
02/08/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 255 932 CHF | 87 311 CHF | 93,63% | 93,63% |
30/07/2024 | 1,75% | 0,54 CHF | 0,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 255 305 CHF | 86 602 CHF | 97,32% | 97,32% |