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 | 1,19% | 1,16 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 250 831 CHF | 84 611 CHF | 47,02% | 96,05% |
14/08/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 230 950 CHF | 77 984 CHF | 97,82% | 97,82% |
13/08/2024 | 1,26% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 237 963 CHF | 80 321 CHF | 99,59% | 99,59% |
12/08/2024 | 1,28% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 233 388 CHF | 78 796 CHF | 96,12% | 96,12% |
09/08/2024 | 1,36% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 218 452 CHF | 73 817 CHF | 99,31% | 99,31% |
08/08/2024 | 1,44% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 206 679 CHF | 69 893 CHF | 95,30% | 95,30% |
07/08/2024 | 1,32% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 226 135 CHF | 76 378 CHF | 94,00% | 94,00% |
06/08/2024 | 1,32% | 0,78 CHF | 0,79 CHF | 300 000 | 100 000 | 233 632 | 77 877 | 176 271 CHF | 59 536 CHF | 99,21% | 99,21% |
02/08/2024 | 1,14% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 261 811 CHF | 88 270 CHF | 95,07% | 95,07% |
30/07/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 268 664 CHF | 90 555 CHF | 99,59% | 99,59% |