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 | 0,32% | 3,22 CHF | 3,23 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 700 322 CHF | 156 127 CHF | 99,27% | 99,27% |
14/08/2024 | 0,33% | 3,15 CHF | 3,16 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 679 480 CHF | 151 496 CHF | 99,27% | 99,27% |
13/08/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 680 177 CHF | 151 650 CHF | 97,58% | 97,58% |
12/08/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 621 221 CHF | 138 549 CHF | 99,27% | 99,27% |
09/08/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 610 896 CHF | 136 255 CHF | 99,23% | 99,23% |
08/08/2024 | 0,39% | 2,64 CHF | 2,65 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 577 280 CHF | 128 784 CHF | 99,26% | 99,26% |
07/08/2024 | 0,38% | 2,71 CHF | 2,72 CHF | 225 000 | 50 000 | 230 260 | 50 000 | 608 254 CHF | 132 708 CHF | 98,88% | 98,88% |
06/08/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 685 668 CHF | 114 778 CHF | 98,70% | 98,70% |
02/08/2024 | 0,41% | 2,28 CHF | 2,29 CHF | 300 000 | 50 000 | 243 143 | 50 000 | 586 364 CHF | 121 449 CHF | 97,93% | 97,93% |
31/07/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 617 978 CHF | 137 828 CHF | 37,90% | 37,90% |