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 | 0,96% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 311 578 CHF | 104 859 CHF | 99,15% | 99,15% |
14/08/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 320 662 CHF | 107 887 CHF | 96,54% | 96,54% |
13/08/2024 | 1,03% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 290 492 CHF | 97 831 CHF | 99,16% | 99,16% |
12/08/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 311 851 CHF | 104 950 CHF | 99,16% | 99,16% |
09/08/2024 | 1,01% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 296 974 CHF | 99 991 CHF | 99,17% | 99,17% |
08/08/2024 | 1,05% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 284 499 CHF | 95 833 CHF | 98,84% | 98,84% |
07/08/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 312 205 CHF | 105 068 CHF | 99,16% | 99,16% |
06/08/2024 | 1,09% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 273 590 CHF | 92 197 CHF | 99,15% | 99,15% |
02/08/2024 | 0,95% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 313 924 CHF | 105 641 CHF | 93,89% | 93,89% |
31/07/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 371 161 CHF | 124 720 CHF | 39,53% | 39,53% |