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 | 2,31% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 566 912 | 188 971 | 242 126 CHF | 82 598 CHF | 98,95% | 98,95% |
14/08/2024 | 2,58% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 229 824 CHF | 78 608 CHF | 98,36% | 98,36% |
13/08/2024 | 2,76% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 214 144 CHF | 73 381 CHF | 99,47% | 99,47% |
12/08/2024 | 2,66% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 222 480 CHF | 76 160 CHF | 98,75% | 98,75% |
09/08/2024 | 2,51% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 236 221 CHF | 80 740 CHF | 99,14% | 99,14% |
08/08/2024 | 2,55% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 232 632 CHF | 79 544 CHF | 99,22% | 99,22% |
07/08/2024 | 2,45% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 241 996 CHF | 82 665 CHF | 98,82% | 98,82% |
06/08/2024 | 2,81% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 210 927 CHF | 72 309 CHF | 98,25% | 98,25% |
02/08/2024 | 2,23% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 535 599 | 178 533 | 237 301 CHF | 80 886 CHF | 99,11% | 99,11% |
30/07/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 281 984 CHF | 95 495 CHF | 99,08% | 99,08% |