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 | 3,03% | 0,33 CHF | 0,34 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 243 585 CHF | 33 478 CHF | 99,16% | 99,16% |
14/08/2024 | 2,91% | 0,32 CHF | 0,33 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 253 774 CHF | 34 837 CHF | 97,42% | 97,42% |
13/08/2024 | 3,22% | 0,31 CHF | 0,32 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 228 932 CHF | 31 524 CHF | 99,16% | 99,16% |
12/08/2024 | 3,27% | 0,32 CHF | 0,33 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 225 989 CHF | 31 132 CHF | 99,16% | 99,16% |
09/08/2024 | 3,31% | 0,28 CHF | 0,29 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 222 818 CHF | 30 709 CHF | 99,16% | 99,16% |
08/08/2024 | 3,62% | 0,29 CHF | 0,30 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 203 435 CHF | 28 125 CHF | 99,16% | 99,16% |
07/08/2024 | 3,78% | 0,27 CHF | 0,28 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 194 678 CHF | 26 957 CHF | 99,17% | 99,17% |
06/08/2024 | 4,42% | 0,23 CHF | 0,24 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 166 156 CHF | 23 154 CHF | 99,14% | 99,14% |
02/08/2024 | 3,61% | 0,26 CHF | 0,27 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 204 308 CHF | 28 241 CHF | 97,76% | 97,76% |
31/07/2024 | 3,44% | 0,29 CHF | 0,30 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 214 345 CHF | 29 579 CHF | 37,86% | 37,86% |