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 | 0,35% | 2,93 CHF | 2,94 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 141 624 CHF | 142 119 CHF | 99,83% | 99,83% |
14/08/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 138 056 CHF | 138 551 CHF | 100,00% | 100,00% |
13/08/2024 | 0,38% | 2,72 CHF | 2,73 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 132 788 CHF | 133 284 CHF | 99,86% | 99,86% |
12/08/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 50 000 | 50 000 | 49 529 | 49 529 | 133 300 CHF | 133 796 CHF | 99,94% | 99,94% |
09/08/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 50 000 | 50 000 | 49 529 | 49 527 | 131 183 CHF | 131 674 CHF | 99,52% | 99,52% |
08/08/2024 | 0,40% | 2,58 CHF | 2,59 CHF | 50 000 | 50 000 | 49 523 | 49 523 | 124 491 CHF | 124 986 CHF | 98,40% | 98,40% |
07/08/2024 | 0,40% | 2,61 CHF | 2,62 CHF | 50 000 | 50 000 | 49 524 | 49 524 | 125 497 CHF | 125 992 CHF | 98,64% | 98,64% |
06/08/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 50 000 | 50 000 | 49 522 | 49 522 | 119 140 CHF | 119 636 CHF | 97,81% | 97,81% |
02/08/2024 | 0,38% | 2,53 CHF | 2,54 CHF | 50 000 | 50 000 | 49 518 | 49 518 | 130 868 CHF | 131 364 CHF | 96,73% | 96,73% |
31/07/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 50 000 | 50 000 | 49 620 | 49 620 | 146 385 CHF | 146 882 CHF | 72,02% | 72,02% |