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 | 0,90% | 2,65 CHF | 2,67 CHF | 50 000 | 50 000 | 49 466 | 49 466 | 129 489 CHF | 130 651 CHF | 98,36% | 98,36% |
14/08/2024 | 0,98% | 2,53 CHF | 2,56 CHF | 50 000 | 50 000 | 48 846 | 48 846 | 120 363 CHF | 121 533 CHF | 98,48% | 98,48% |
13/08/2024 | 1,01% | 2,38 CHF | 2,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 248 CHF | 119 451 CHF | 97,09% | 97,09% |
12/08/2024 | 0,98% | 2,37 CHF | 2,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 423 CHF | 119 592 CHF | 100,00% | 100,00% |
09/08/2024 | 1,04% | 2,30 CHF | 2,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 099 CHF | 117 318 CHF | 100,00% | 100,00% |
08/08/2024 | 1,10% | 2,25 CHF | 2,27 CHF | 50 000 | 50 000 | 52 575 | 52 575 | 112 354 CHF | 113 575 CHF | 92,98% | 92,98% |
07/08/2024 | 0,54% | 2,38 CHF | 2,39 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 229 923 CHF | 231 179 CHF | 99,24% | 99,24% |
06/08/2024 | 0,88% | 2,15 CHF | 2,16 CHF | 100 000 | 100 000 | 79 325 | 79 325 | 169 751 CHF | 171 085 CHF | 98,47% | 98,47% |
02/08/2024 | 1,81% | 2,33 CHF | 2,37 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 72 243 CHF | 61 300 CHF | 97,52% | 97,52% |
31/07/2024 | 0,50% | 2,76 CHF | 2,77 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 274 865 CHF | 276 230 CHF | 22,36% | 22,36% |