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 | 0,63% | 1,64 CHF | 1,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 475 654 CHF | 159 551 CHF | 98,96% | 98,96% |
14/08/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 460 101 CHF | 154 367 CHF | 98,90% | 98,90% |
13/08/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 443 167 CHF | 148 722 CHF | 99,00% | 99,00% |
12/08/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 437 730 CHF | 146 910 CHF | 99,14% | 99,14% |
09/08/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 432 283 CHF | 145 094 CHF | 98,93% | 98,93% |
08/08/2024 | 0,74% | 1,39 CHF | 1,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 401 893 CHF | 134 964 CHF | 98,80% | 98,80% |
07/08/2024 | 0,73% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 412 161 CHF | 138 387 CHF | 98,92% | 98,92% |
06/08/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 394 447 CHF | 132 482 CHF | 97,71% | 97,71% |
02/08/2024 | 0,71% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 418 294 CHF | 140 431 CHF | 98,96% | 98,96% |
30/07/2024 | 0,63% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 472 252 CHF | 158 417 CHF | 98,72% | 98,72% |