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% | 3,28 CHF | 3,30 CHF | 50 000 | 50 000 | 49 466 | 49 466 | 160 615 CHF | 161 784 CHF | 98,37% | 98,37% |
14/08/2024 | 0,78% | 3,16 CHF | 3,19 CHF | 50 000 | 50 000 | 48 846 | 48 846 | 151 133 CHF | 152 305 CHF | 98,48% | 98,48% |
13/08/2024 | 0,80% | 3,01 CHF | 3,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 149 694 CHF | 150 897 CHF | 97,09% | 97,09% |
12/08/2024 | 0,74% | 3,00 CHF | 3,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 149 898 CHF | 151 011 CHF | 100,00% | 100,00% |
09/08/2024 | 0,83% | 2,93 CHF | 2,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 147 557 CHF | 148 780 CHF | 99,84% | 99,84% |
08/08/2024 | 0,84% | 2,87 CHF | 2,90 CHF | 50 000 | 50 000 | 52 589 | 52 589 | 145 383 CHF | 146 584 CHF | 92,49% | 92,49% |
07/08/2024 | 0,48% | 3,01 CHF | 3,02 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 292 760 CHF | 294 161 CHF | 99,44% | 99,44% |
06/08/2024 | 0,69% | 2,78 CHF | 2,79 CHF | 100 000 | 100 000 | 79 260 | 79 260 | 219 386 CHF | 220 755 CHF | 98,15% | 98,15% |
02/08/2024 | 1,43% | 2,96 CHF | 3,00 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 75 912 CHF | 77 007 CHF | 97,42% | 97,42% |
31/07/2024 | 0,39% | 3,39 CHF | 3,40 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 337 732 CHF | 339 040 CHF | 22,26% | 22,26% |