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 | 0,76% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 267 CHF | 65 767 CHF | 100,00% | 100,00% |
14/08/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 806 CHF | 65 306 CHF | 100,00% | 100,00% |
13/08/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 167 CHF | 62 667 CHF | 98,82% | 98,82% |
12/08/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 081 CHF | 62 581 CHF | 99,08% | 99,08% |
09/08/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 759 CHF | 61 259 CHF | 99,80% | 99,80% |
08/08/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 050 CHF | 58 550 CHF | 100,00% | 100,00% |
07/08/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 414 CHF | 59 914 CHF | 99,47% | 99,47% |
06/08/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 595 CHF | 57 095 CHF | 98,87% | 98,87% |
02/08/2024 | 0,83% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 354 CHF | 60 854 CHF | 99,82% | 99,82% |
31/07/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 106 CHF | 67 606 CHF | 32,11% | 32,11% |