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 | 0,66% | 1,55 CHF | 1,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 680 676 CHF | 228 392 CHF | 96,57% | 96,57% |
14/08/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 648 946 CHF | 217 815 CHF | 99,38% | 99,38% |
13/08/2024 | 0,80% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 559 556 CHF | 188 019 CHF | 98,97% | 98,97% |
12/08/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 555 910 CHF | 186 803 CHF | 99,27% | 99,27% |
09/08/2024 | 0,78% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 573 411 CHF | 192 637 CHF | 99,17% | 99,17% |
08/08/2024 | 1,00% | 1,14 CHF | 1,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 449 401 CHF | 151 300 CHF | 98,76% | 98,76% |
07/08/2024 | 0,87% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 514 936 CHF | 173 145 CHF | 99,09% | 99,09% |
06/08/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 502 977 CHF | 169 159 CHF | 98,70% | 98,70% |
02/08/2024 | 0,87% | 1,08 CHF | 1,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 517 075 CHF | 173 858 CHF | 98,56% | 98,56% |
30/07/2024 | 0,53% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 562 488 CHF | 188 496 CHF | 99,23% | 99,23% |