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 | 0,73% | 1,34 CHF | 1,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 411 247 CHF | 138 082 CHF | 99,21% | 99,21% |
14/08/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 428 744 CHF | 143 915 CHF | 99,23% | 99,23% |
13/08/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 416 991 CHF | 139 997 CHF | 99,05% | 99,05% |
12/08/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 397 638 CHF | 133 546 CHF | 98,67% | 98,67% |
09/08/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 393 534 CHF | 132 178 CHF | 97,23% | 97,23% |
08/08/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 410 496 CHF | 137 832 CHF | 99,22% | 99,22% |
07/08/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 406 209 CHF | 136 403 CHF | 98,58% | 98,58% |
06/08/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 425 418 CHF | 142 806 CHF | 99,18% | 99,18% |
02/08/2024 | 0,71% | 1,46 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 421 948 CHF | 141 649 CHF | 99,23% | 99,23% |
30/07/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 375 077 CHF | 126 026 CHF | 98,15% | 98,15% |