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 | 0,61% | 1,66 CHF | 1,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 731 403 CHF | 245 301 CHF | 96,59% | 96,59% |
14/08/2024 | 0,64% | 1,61 CHF | 1,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 698 842 CHF | 234 447 CHF | 99,38% | 99,38% |
13/08/2024 | 0,74% | 1,42 CHF | 1,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 608 806 CHF | 204 435 CHF | 98,84% | 98,84% |
12/08/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 605 242 CHF | 203 247 CHF | 98,98% | 98,98% |
09/08/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 622 044 CHF | 208 848 CHF | 98,99% | 98,99% |
08/08/2024 | 0,91% | 1,25 CHF | 1,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 494 956 CHF | 166 485 CHF | 99,08% | 99,08% |
07/08/2024 | 0,80% | 1,14 CHF | 1,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 561 978 CHF | 188 826 CHF | 99,10% | 99,10% |
06/08/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 547 529 CHF | 184 010 CHF | 98,32% | 98,32% |
02/08/2024 | 0,80% | 1,18 CHF | 1,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 564 216 CHF | 189 572 CHF | 98,60% | 98,60% |
30/07/2024 | 0,50% | 1,81 CHF | 1,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 597 012 CHF | 200 004 CHF | 99,36% | 99,36% |