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 | 0,83% | 1,24 CHF | 1,25 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 482 900 CHF | 30 431 CHF | 99,27% | 99,27% |
14/08/2024 | 0,81% | 1,20 CHF | 1,21 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 491 453 CHF | 30 966 CHF | 99,26% | 99,26% |
13/08/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 458 178 CHF | 28 886 CHF | 99,07% | 99,07% |
12/08/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 450 419 CHF | 28 401 CHF | 99,27% | 99,27% |
09/08/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 451 496 CHF | 28 469 CHF | 99,20% | 99,20% |
08/08/2024 | 1,00% | 1,07 CHF | 1,08 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 400 058 CHF | 25 254 CHF | 98,63% | 98,63% |
07/08/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 440 585 CHF | 27 787 CHF | 99,22% | 99,22% |
06/08/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 392 550 CHF | 24 784 CHF | 98,80% | 98,80% |
02/08/2024 | 0,92% | 1,05 CHF | 1,06 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 431 905 CHF | 27 244 CHF | 98,27% | 98,27% |
31/07/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 476 244 CHF | 30 015 CHF | 38,88% | 38,88% |