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 | 0,83% | 3,02 CHF | 3,04 CHF | 50 000 | 50 000 | 49 466 | 49 466 | 147 643 CHF | 148 865 CHF | 98,36% | 98,36% |
14/08/2024 | 0,86% | 2,90 CHF | 2,92 CHF | 50 000 | 50 000 | 48 846 | 48 846 | 138 333 CHF | 139 522 CHF | 98,48% | 98,48% |
13/08/2024 | 0,87% | 2,75 CHF | 2,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 136 605 CHF | 137 793 CHF | 97,09% | 97,09% |
12/08/2024 | 0,88% | 2,74 CHF | 2,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 136 766 CHF | 137 977 CHF | 100,00% | 100,00% |
09/08/2024 | 0,89% | 2,67 CHF | 2,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 134 469 CHF | 135 677 CHF | 99,65% | 99,65% |
08/08/2024 | 0,93% | 2,61 CHF | 2,64 CHF | 50 000 | 50 000 | 52 586 | 52 586 | 131 685 CHF | 132 891 CHF | 92,62% | 92,62% |
07/08/2024 | 0,53% | 2,74 CHF | 2,76 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 266 508 CHF | 267 918 CHF | 98,92% | 98,92% |
06/08/2024 | 0,78% | 2,51 CHF | 2,53 CHF | 100 000 | 100 000 | 79 275 | 79 275 | 198 660 CHF | 200 061 CHF | 98,86% | 98,86% |
02/08/2024 | 1,55% | 2,70 CHF | 2,74 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 69 364 CHF | 70 445 CHF | 98,41% | 98,41% |
31/07/2024 | 0,47% | 3,12 CHF | 3,14 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 311 494 CHF | 312 961 CHF | 22,34% | 22,34% |