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 | 1,36% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 219 956 CHF | 74 319 CHF | 97,05% | 97,05% |
14/08/2024 | 1,40% | 0,69 CHF | 0,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 213 442 CHF | 72 147 CHF | 92,23% | 92,23% |
13/08/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 206 559 CHF | 69 853 CHF | 97,32% | 97,32% |
12/08/2024 | 1,43% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 208 115 CHF | 70 372 CHF | 95,66% | 95,66% |
09/08/2024 | 1,48% | 0,69 CHF | 0,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 200 813 CHF | 67 938 CHF | 99,22% | 99,22% |
08/08/2024 | 1,77% | 0,64 CHF | 0,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 168 817 CHF | 57 272 CHF | 80,56% | 80,56% |
07/08/2024 | 1,62% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 184 011 CHF | 62 337 CHF | 99,28% | 99,28% |
06/08/2024 | 2,04% | 0,56 CHF | 0,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 146 214 CHF | 49 738 CHF | 99,01% | 99,01% |
02/08/2024 | 1,50% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 201 809 CHF | 68 270 CHF | 99,24% | 99,24% |
30/07/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 249 972 CHF | 84 324 CHF | 98,47% | 98,47% |