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 | 2,09% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 284 321 CHF | 96 774 CHF | 98,29% | 98,29% |
14/08/2024 | 2,27% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 265 184 CHF | 90 395 CHF | 98,39% | 98,39% |
13/08/2024 | 2,80% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 211 313 CHF | 72 438 CHF | 98,58% | 98,58% |
12/08/2024 | 2,60% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 228 023 CHF | 78 008 CHF | 94,53% | 94,53% |
09/08/2024 | 2,56% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 231 717 CHF | 79 239 CHF | 96,27% | 96,27% |
08/08/2024 | 2,39% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 248 201 CHF | 84 734 CHF | 97,81% | 97,81% |
07/08/2024 | 2,37% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 251 531 CHF | 85 844 CHF | 98,74% | 98,74% |
06/08/2024 | 2,14% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 277 909 CHF | 94 636 CHF | 97,85% | 97,85% |
02/08/2024 | 2,85% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 621 974 | 207 325 | 219 097 CHF | 75 106 CHF | 97,98% | 97,98% |
30/07/2024 | 4,28% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 171 485 CHF | 59 662 CHF | 96,65% | 96,65% |