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 | 0,50% | 3,97 CHF | 3,99 CHF | 22 000 | 22 000 | 21 942 | 21 942 | 87 080 CHF | 87 519 CHF | 98,68% | 98,68% |
14/08/2024 | 0,50% | 3,96 CHF | 3,98 CHF | 21 500 | 21 500 | 21 497 | 21 497 | 85 108 CHF | 85 538 CHF | 98,96% | 98,96% |
13/08/2024 | 0,50% | 3,98 CHF | 4,00 CHF | 22 000 | 22 000 | 22 390 | 22 390 | 89 078 CHF | 89 525 CHF | 98,50% | 98,50% |
12/08/2024 | 0,50% | 3,98 CHF | 4,00 CHF | 22 500 | 22 500 | 22 507 | 22 507 | 89 575 CHF | 90 025 CHF | 98,96% | 98,96% |
09/08/2024 | 0,50% | 3,98 CHF | 4,00 CHF | 22 500 | 22 500 | 22 262 | 22 262 | 88 587 CHF | 89 032 CHF | 96,26% | 96,26% |
08/08/2024 | 0,50% | 3,96 CHF | 3,98 CHF | 21 000 | 21 000 | 21 125 | 21 125 | 83 642 CHF | 84 065 CHF | 98,67% | 98,67% |
07/08/2024 | 0,51% | 3,94 CHF | 3,96 CHF | 20 500 | 20 500 | 20 581 | 20 581 | 81 239 CHF | 81 651 CHF | 98,92% | 98,92% |
06/08/2024 | 0,50% | 3,96 CHF | 3,98 CHF | 21 000 | 21 000 | 20 980 | 20 980 | 83 136 CHF | 83 555 CHF | 98,59% | 98,59% |
02/08/2024 | 0,51% | 3,94 CHF | 3,96 CHF | 20 500 | 20 500 | 19 934 | 19 934 | 78 411 CHF | 78 810 CHF | 98,95% | 98,95% |
31/07/2024 | 0,52% | 3,89 CHF | 3,91 CHF | 18 500 | 18 500 | 17 377 | 17 377 | 67 130 CHF | 67 478 CHF | 72,92% | 72,92% |