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 | 3,60% | 0,32 CHF | 0,33 CHF | 300 000 | 100 000 | 421 639 | 140 546 | 114 732 CHF | 39 649 CHF | 99,27% | 99,27% |
14/08/2024 | 3,32% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 441 279 | 147 093 | 130 880 CHF | 45 098 CHF | 99,27% | 99,27% |
13/08/2024 | 3,20% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 138 288 CHF | 47 596 CHF | 99,09% | 99,09% |
12/08/2024 | 3,29% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 432 119 | 144 040 | 128 985 CHF | 44 436 CHF | 99,27% | 99,27% |
09/08/2024 | 3,00% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 441 986 | 147 329 | 145 377 CHF | 49 932 CHF | 99,20% | 99,20% |
08/08/2024 | 3,57% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 124 102 CHF | 42 868 CHF | 99,26% | 99,26% |
07/08/2024 | 3,21% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 138 191 CHF | 47 564 CHF | 99,23% | 99,23% |
06/08/2024 | 3,34% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 133 022 CHF | 45 841 CHF | 98,77% | 98,77% |
02/08/2024 | 2,38% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 125 149 CHF | 42 716 CHF | 98,29% | 98,29% |
31/07/2024 | 2,01% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 147 643 CHF | 50 214 CHF | 38,79% | 38,79% |