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 | 4,60% | 1,27 CHF | 1,30 CHF | 300 000 | 300 000 | 112 287 | 112 287 | 133 907 CHF | 138 683 CHF | 99,27% | 99,27% |
14/08/2024 | 4,67% | 1,09 CHF | 1,12 CHF | 300 000 | 300 000 | 115 065 | 115 065 | 125 340 CHF | 130 179 CHF | 85,52% | 85,52% |
13/08/2024 | 5,06% | 1,07 CHF | 1,10 CHF | 300 000 | 300 000 | 118 179 | 118 179 | 124 304 CHF | 129 213 CHF | 86,98% | 86,98% |
12/08/2024 | 5,50% | 1,02 CHF | 1,05 CHF | 300 000 | 300 000 | 111 752 | 111 752 | 108 385 CHF | 113 150 CHF | 98,77% | 98,77% |
09/08/2024 | 5,31% | 0,91 CHF | 0,94 CHF | 300 000 | 300 000 | 112 592 | 112 592 | 106 287 CHF | 111 071 CHF | 94,31% | 94,31% |
08/08/2024 | 6,34% | 0,92 CHF | 0,95 CHF | 300 000 | 300 000 | 112 752 | 112 752 | 96 675 CHF | 101 462 CHF | 95,42% | 95,42% |
07/08/2024 | 5,96% | 0,96 CHF | 0,99 CHF | 300 000 | 300 000 | 108 925 | 108 925 | 99 602 CHF | 104 303 CHF | 97,49% | 97,49% |
06/08/2024 | 5,18% | 0,86 CHF | 0,89 CHF | 300 000 | 300 000 | 129 106 | 129 106 | 118 472 CHF | 123 627 CHF | 72,53% | 72,53% |
02/08/2024 | 5,84% | 1,00 CHF | 1,03 CHF | 300 000 | 300 000 | 110 382 | 110 382 | 103 170 CHF | 107 904 CHF | 96,06% | 96,06% |
30/07/2024 | 4,23% | 1,13 CHF | 1,16 CHF | 200 000 | 200 000 | 79 446 | 73 845 | 98 367 CHF | 94 600 CHF | 98,57% | 98,57% |