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 | 0,68% | 3,46 CHF | 3,48 CHF | 50 000 | 50 000 | 49 488 | 49 488 | 170 340 CHF | 171 491 CHF | 91,60% | 91,60% |
14/08/2024 | 0,72% | 3,58 CHF | 3,60 CHF | 50 000 | 50 000 | 45 950 | 45 950 | 156 279 CHF | 157 359 CHF | 93,07% | 93,07% |
13/08/2024 | 0,73% | 3,09 CHF | 3,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 152 502 CHF | 153 618 CHF | 93,49% | 93,49% |
12/08/2024 | 0,73% | 3,04 CHF | 3,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 151 541 CHF | 152 650 CHF | 99,60% | 99,60% |
09/08/2024 | 0,74% | 3,01 CHF | 3,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 149 781 CHF | 150 893 CHF | 98,72% | 98,72% |
08/08/2024 | 0,79% | 2,94 CHF | 2,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 143 212 CHF | 144 351 CHF | 95,29% | 95,29% |
07/08/2024 | 0,74% | 2,99 CHF | 3,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 145 955 CHF | 147 041 CHF | 96,43% | 96,43% |
06/08/2024 | 1,00% | 2,72 CHF | 2,75 CHF | 50 000 | 50 000 | 40 092 | 40 092 | 106 235 CHF | 107 236 CHF | 95,08% | 95,08% |
02/08/2024 | 1,65% | 2,81 CHF | 2,86 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 60 195 CHF | 30 597 CHF | 93,14% | 93,14% |
31/07/2024 | 0,69% | 3,60 CHF | 3,63 CHF | 50 000 | 50 000 | 46 932 | 46 932 | 168 932 CHF | 170 069 CHF | 29,47% | 29,47% |