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 | 0,26% | 5,10 CHF | 5,11 CHF | 50 000 | 50 000 | 49 471 | 49 471 | 251 951 CHF | 252 595 CHF | 98,52% | 98,52% |
14/08/2024 | 0,30% | 5,22 CHF | 5,23 CHF | 50 000 | 50 000 | 46 021 | 46 021 | 231 708 CHF | 232 377 CHF | 96,70% | 96,70% |
13/08/2024 | 0,25% | 4,72 CHF | 4,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 233 737 CHF | 234 317 CHF | 97,07% | 97,07% |
12/08/2024 | 0,25% | 4,66 CHF | 4,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 232 579 CHF | 233 166 CHF | 99,97% | 99,97% |
09/08/2024 | 0,26% | 4,63 CHF | 4,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 230 675 CHF | 231 264 CHF | 99,84% | 99,84% |
08/08/2024 | 0,28% | 4,55 CHF | 4,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 224 058 CHF | 224 679 CHF | 97,43% | 97,43% |
07/08/2024 | 0,26% | 4,61 CHF | 4,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 226 827 CHF | 227 412 CHF | 99,65% | 99,65% |
06/08/2024 | 0,38% | 4,34 CHF | 4,35 CHF | 50 000 | 50 000 | 40 044 | 40 044 | 171 106 CHF | 171 677 CHF | 96,26% | 96,26% |
02/08/2024 | 0,86% | 4,45 CHF | 4,49 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 92 933 CHF | 46 867 CHF | 96,58% | 96,58% |
31/07/2024 | 0,29% | 5,24 CHF | 5,25 CHF | 50 000 | 50 000 | 46 996 | 46 996 | 246 107 CHF | 246 794 CHF | 30,09% | 30,09% |