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 | 1,72% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 260 132 CHF | 88 211 CHF | 98,82% | 98,82% |
14/08/2024 | 1,62% | 0,54 CHF | 0,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 276 159 CHF | 93 553 CHF | 99,24% | 99,24% |
13/08/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 295 387 CHF | 99 962 CHF | 98,71% | 98,71% |
12/08/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 304 992 CHF | 103 164 CHF | 98,38% | 98,38% |
09/08/2024 | 1,54% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 290 832 CHF | 98 444 CHF | 99,47% | 99,47% |
08/08/2024 | 1,60% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 279 145 CHF | 94 548 CHF | 99,46% | 99,46% |
07/08/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 284 298 CHF | 96 266 CHF | 99,23% | 99,23% |
06/08/2024 | 1,52% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 350 541 | 116 847 | 228 352 CHF | 77 286 CHF | 99,20% | 99,20% |
02/08/2024 | 1,28% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 349 918 CHF | 118 139 CHF | 99,12% | 99,12% |
30/07/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 257 780 CHF | 86 927 CHF | 99,50% | 99,50% |