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 | 0,90% | 1,12 CHF | 1,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 663 649 CHF | 223 216 CHF | 82,16% | 82,16% |
14/08/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 645 302 CHF | 217 101 CHF | 92,02% | 92,02% |
13/08/2024 | 1,03% | 1,00 CHF | 1,01 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 577 991 CHF | 194 664 CHF | 93,98% | 93,98% |
12/08/2024 | 0,96% | 0,99 CHF | 1,00 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 618 903 CHF | 208 301 CHF | 82,41% | 82,41% |
09/08/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 623 920 CHF | 209 973 CHF | 89,11% | 89,11% |
08/08/2024 | 1,00% | 1,05 CHF | 1,06 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 597 385 CHF | 201 128 CHF | 92,58% | 92,58% |
07/08/2024 | 1,00% | 1,08 CHF | 1,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 599 770 CHF | 201 923 CHF | 94,67% | 94,67% |
06/08/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 584 120 CHF | 196 707 CHF | 97,97% | 97,97% |
02/08/2024 | 0,84% | 1,11 CHF | 1,12 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 712 026 CHF | 239 342 CHF | 95,57% | 95,57% |
30/07/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 868 344 CHF | 291 448 CHF | 89,67% | 89,67% |