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 | 1,62% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 275 392 CHF | 93 298 CHF | 99,58% | 99,58% |
14/08/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 261 389 CHF | 88 630 CHF | 99,32% | 99,32% |
13/08/2024 | 1,66% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 268 497 CHF | 90 999 CHF | 99,73% | 99,73% |
12/08/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 279 544 CHF | 94 681 CHF | 99,56% | 99,56% |
09/08/2024 | 1,70% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 591 440 | 197 147 | 345 985 CHF | 117 300 CHF | 99,59% | 99,59% |
08/08/2024 | 1,85% | 0,57 CHF | 0,58 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 322 148 CHF | 109 383 CHF | 99,57% | 99,57% |
07/08/2024 | 1,92% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 309 467 CHF | 105 156 CHF | 99,56% | 99,56% |
06/08/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 467 737 | 155 912 | 244 934 CHF | 83 204 CHF | 99,58% | 99,58% |
02/08/2024 | 1,78% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 547 360 | 182 453 | 304 668 CHF | 103 381 CHF | 98,36% | 98,36% |
30/07/2024 | 1,81% | 0,58 CHF | 0,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 327 787 CHF | 111 262 CHF | 99,19% | 99,19% |