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 | 1,75% | 0,60 CHF | 0,61 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 170 619 CHF | 86 810 CHF | 99,27% | 99,27% |
14/08/2024 | 2,08% | 0,57 CHF | 0,58 CHF | 300 000 | 150 000 | 299 968 | 150 000 | 146 751 CHF | 74 882 CHF | 99,26% | 99,26% |
13/08/2024 | 2,79% | 0,39 CHF | 0,40 CHF | 300 000 | 150 000 | 300 418 | 149 964 | 106 521 CHF | 54 681 CHF | 99,06% | 99,06% |
12/08/2024 | 3,92% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 112 722 CHF | 39 074 CHF | 99,27% | 99,27% |
09/08/2024 | 3,80% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 90 739 | 116 490 CHF | 24 144 CHF | 99,21% | 99,21% |
08/08/2024 | 4,40% | 0,25 CHF | 0,26 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 100 341 CHF | 11 649 CHF | 99,27% | 99,27% |
07/08/2024 | 3,95% | 0,24 CHF | 0,25 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 111 756 CHF | 12 917 CHF | 99,22% | 99,22% |
06/08/2024 | 4,27% | 0,23 CHF | 0,24 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 103 220 CHF | 11 969 CHF | 98,80% | 98,80% |
02/08/2024 | 3,56% | 0,26 CHF | 0,27 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 124 252 CHF | 14 306 CHF | 98,30% | 98,30% |
31/07/2024 | 3,05% | 0,33 CHF | 0,34 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 97 011 CHF | 16 669 CHF | 38,91% | 38,91% |