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 | 0,36% | 2,92 CHF | 2,93 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 631 960 CHF | 140 936 CHF | 99,27% | 99,27% |
14/08/2024 | 0,37% | 2,85 CHF | 2,86 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 611 664 CHF | 136 425 CHF | 99,27% | 99,27% |
13/08/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 225 000 | 50 000 | 244 812 | 50 000 | 666 712 CHF | 136 729 CHF | 97,58% | 97,58% |
12/08/2024 | 0,41% | 2,48 CHF | 2,49 CHF | 225 000 | 50 000 | 243 766 | 50 000 | 600 264 CHF | 123 644 CHF | 99,27% | 99,27% |
09/08/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 725 726 CHF | 121 454 CHF | 99,23% | 99,23% |
08/08/2024 | 0,44% | 2,35 CHF | 2,36 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 681 767 CHF | 114 128 CHF | 99,26% | 99,26% |
07/08/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 705 292 CHF | 118 049 CHF | 98,88% | 98,88% |
06/08/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 600 730 CHF | 100 622 CHF | 98,68% | 98,68% |
02/08/2024 | 0,47% | 1,99 CHF | 2,00 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 638 744 CHF | 106 957 CHF | 97,94% | 97,94% |
31/07/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 225 000 | 50 000 | 269 236 | 50 000 | 659 321 CHF | 122 984 CHF | 37,91% | 37,91% |