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 | 0,96% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 309 777 CHF | 104 259 CHF | 99,16% | 99,16% |
14/08/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 315 705 CHF | 106 235 CHF | 96,54% | 96,54% |
13/08/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 297 691 CHF | 100 230 CHF | 99,16% | 99,16% |
12/08/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 308 892 CHF | 103 964 CHF | 99,16% | 99,16% |
09/08/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 299 576 CHF | 100 859 CHF | 99,16% | 99,16% |
08/08/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 292 574 CHF | 98 525 CHF | 98,84% | 98,84% |
07/08/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 309 962 CHF | 104 321 CHF | 99,16% | 99,16% |
06/08/2024 | 1,05% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 284 123 CHF | 95 708 CHF | 99,14% | 99,14% |
02/08/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 310 624 CHF | 104 541 CHF | 93,89% | 93,89% |
31/07/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 346 852 CHF | 116 617 CHF | 39,53% | 39,53% |