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 | 1,24% | 1,00 CHF | 1,01 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 163 198 CHF | 165 198 CHF | 99,70% | 99,70% |
14/08/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 143 047 CHF | 145 047 CHF | 99,26% | 99,26% |
13/08/2024 | 1,59% | 0,67 CHF | 0,68 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 124 624 CHF | 126 624 CHF | 99,82% | 99,82% |
12/08/2024 | 1,51% | 0,64 CHF | 0,65 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 131 218 CHF | 133 218 CHF | 99,78% | 99,78% |
09/08/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 132 898 CHF | 134 898 CHF | 99,55% | 99,55% |
08/08/2024 | 1,84% | 0,61 CHF | 0,62 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 108 240 CHF | 110 240 CHF | 93,29% | 93,29% |
07/08/2024 | 1,70% | 0,64 CHF | 0,65 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 117 382 CHF | 119 382 CHF | 99,70% | 99,70% |
06/08/2024 | 1,86% | 0,56 CHF | 0,57 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 106 948 CHF | 108 948 CHF | 99,97% | 99,97% |
02/08/2024 | 1,39% | 0,58 CHF | 0,59 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 143 971 CHF | 145 971 CHF | 95,98% | 95,98% |
30/07/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 284 948 CHF | 286 948 CHF | 100,00% | 100,00% |