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 | 0,75% | 1,32 CHF | 1,33 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 333 450 CHF | 134 380 CHF | 99,17% | 99,17% |
14/08/2024 | 0,80% | 1,33 CHF | 1,34 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 310 981 CHF | 125 392 CHF | 97,68% | 97,68% |
13/08/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 286 860 CHF | 115 744 CHF | 99,17% | 99,17% |
12/08/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 281 538 CHF | 113 615 CHF | 99,17% | 99,17% |
09/08/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 279 015 CHF | 112 606 CHF | 99,17% | 99,17% |
08/08/2024 | 1,03% | 1,06 CHF | 1,07 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 241 746 CHF | 97 699 CHF | 99,16% | 99,16% |
07/08/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 291 858 CHF | 117 743 CHF | 99,16% | 99,16% |
06/08/2024 | 0,99% | 0,98 CHF | 0,99 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 252 620 CHF | 102 048 CHF | 99,13% | 99,13% |
02/08/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 327 725 CHF | 132 090 CHF | 97,59% | 97,59% |
31/07/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 359 742 CHF | 144 897 CHF | 40,22% | 40,22% |