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 | 0,54% | 4,52 CHF | 4,55 CHF | 50 000 | 50 000 | 49 466 | 49 466 | 222 125 CHF | 223 332 CHF | 98,36% | 98,36% |
14/08/2024 | 0,56% | 4,40 CHF | 4,43 CHF | 50 000 | 50 000 | 48 846 | 48 846 | 211 852 CHF | 213 041 CHF | 98,48% | 98,48% |
13/08/2024 | 0,57% | 4,25 CHF | 4,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 211 896 CHF | 213 105 CHF | 97,04% | 97,04% |
12/08/2024 | 0,55% | 4,24 CHF | 4,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 212 011 CHF | 213 180 CHF | 100,00% | 100,00% |
09/08/2024 | 0,57% | 4,17 CHF | 4,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 209 720 CHF | 210 917 CHF | 99,66% | 99,66% |
08/08/2024 | 0,58% | 4,12 CHF | 4,14 CHF | 50 000 | 50 000 | 52 576 | 52 576 | 210 743 CHF | 211 955 CHF | 92,96% | 92,96% |
07/08/2024 | 0,32% | 4,25 CHF | 4,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 417 034 CHF | 418 380 CHF | 100,00% | 100,00% |
06/08/2024 | 0,46% | 4,02 CHF | 4,03 CHF | 100 000 | 100 000 | 79 347 | 79 347 | 318 270 CHF | 319 572 CHF | 98,93% | 98,93% |
02/08/2024 | 0,99% | 4,20 CHF | 4,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 106 953 CHF | 108 016 CHF | 97,69% | 97,69% |
31/07/2024 | 0,28% | 4,63 CHF | 4,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 461 828 CHF | 463 145 CHF | 22,30% | 22,30% |