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 | 0,79% | 1,24 CHF | 1,25 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 283 725 CHF | 63 550 CHF | 99,16% | 99,16% |
14/08/2024 | 0,85% | 1,25 CHF | 1,26 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 264 717 CHF | 59 326 CHF | 96,56% | 96,56% |
13/08/2024 | 0,92% | 1,12 CHF | 1,13 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 244 609 CHF | 54 858 CHF | 99,16% | 99,16% |
12/08/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 239 490 CHF | 53 720 CHF | 99,15% | 99,15% |
09/08/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 237 137 CHF | 53 197 CHF | 99,16% | 99,16% |
08/08/2024 | 1,08% | 1,00 CHF | 1,01 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 208 605 CHF | 46 857 CHF | 99,16% | 99,16% |
07/08/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 249 383 CHF | 83 878 CHF | 99,16% | 99,16% |
06/08/2024 | 1,02% | 0,94 CHF | 0,95 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 219 355 CHF | 73 868 CHF | 99,14% | 99,14% |
02/08/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 280 181 CHF | 94 144 CHF | 96,89% | 96,89% |
31/07/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 307 467 CHF | 103 239 CHF | 39,30% | 39,30% |