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 | 0,22% | 4,68 CHF | 4,69 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 224 680 CHF | 445 936 CHF | 99,27% | 99,27% |
14/08/2024 | 0,23% | 4,38 CHF | 4,39 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 185 450 CHF | 438 091 CHF | 99,24% | 99,24% |
13/08/2024 | 0,24% | 4,23 CHF | 4,24 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 067 520 CHF | 414 504 CHF | 99,27% | 99,27% |
12/08/2024 | 0,24% | 4,17 CHF | 4,18 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 073 870 CHF | 415 775 CHF | 99,27% | 99,27% |
09/08/2024 | 0,25% | 4,02 CHF | 4,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 004 010 CHF | 401 801 CHF | 99,26% | 99,26% |
08/08/2024 | 0,27% | 3,91 CHF | 3,92 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 853 710 CHF | 371 742 CHF | 99,21% | 99,21% |
07/08/2024 | 0,26% | 3,90 CHF | 3,91 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 911 140 CHF | 383 229 CHF | 99,24% | 99,24% |
06/08/2024 | 0,28% | 3,62 CHF | 3,63 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 782 250 CHF | 357 450 CHF | 99,13% | 99,13% |
02/08/2024 | 0,23% | 4,10 CHF | 4,11 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 146 480 CHF | 430 295 CHF | 99,16% | 99,16% |
31/07/2024 | 0,20% | 4,80 CHF | 4,81 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 438 970 CHF | 488 794 CHF | 37,93% | 37,93% |