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 | 1,19% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 251 414 CHF | 84 805 CHF | 99,15% | 99,15% |
14/08/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 246 403 CHF | 83 135 CHF | 96,49% | 96,49% |
13/08/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 235 433 CHF | 79 478 CHF | 99,16% | 99,16% |
12/08/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 237 918 CHF | 80 306 CHF | 99,16% | 99,16% |
09/08/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 223 222 CHF | 75 407 CHF | 99,16% | 99,16% |
08/08/2024 | 1,42% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 209 851 CHF | 70 950 CHF | 98,85% | 98,85% |
07/08/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 219 504 CHF | 74 168 CHF | 99,16% | 99,16% |
06/08/2024 | 1,48% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 200 751 CHF | 67 917 CHF | 99,15% | 99,15% |
02/08/2024 | 1,31% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 228 485 CHF | 77 162 CHF | 94,18% | 94,18% |
31/07/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 295 898 | 98 633 | 252 529 CHF | 85 163 CHF | 39,53% | 39,53% |