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 | 0,84% | 2,80 CHF | 2,83 CHF | 50 000 | 50 000 | 49 489 | 49 489 | 138 199 CHF | 139 363 CHF | 91,67% | 91,67% |
14/08/2024 | 0,89% | 2,93 CHF | 2,95 CHF | 50 000 | 50 000 | 45 964 | 45 964 | 126 429 CHF | 127 521 CHF | 93,40% | 93,40% |
13/08/2024 | 0,91% | 2,45 CHF | 2,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 120 549 CHF | 121 648 CHF | 93,49% | 93,49% |
12/08/2024 | 0,92% | 2,40 CHF | 2,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 675 CHF | 120 779 CHF | 99,48% | 99,48% |
09/08/2024 | 0,95% | 2,38 CHF | 2,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 074 CHF | 119 200 CHF | 99,41% | 99,41% |
08/08/2024 | 0,99% | 2,31 CHF | 2,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 846 CHF | 112 959 CHF | 95,32% | 95,32% |
07/08/2024 | 0,96% | 2,35 CHF | 2,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 114 301 CHF | 115 397 CHF | 96,13% | 96,13% |
06/08/2024 | 1,30% | 2,11 CHF | 2,13 CHF | 50 000 | 50 000 | 42 133 | 40 166 | 85 868 CHF | 82 852 CHF | 95,33% | 95,33% |
02/08/2024 | 2,08% | 2,19 CHF | 2,24 CHF | 30 000 | 10 000 | 27 704 | 10 000 | 65 719 CHF | 24 337 CHF | 92,44% | 92,44% |
31/07/2024 | 0,83% | 2,96 CHF | 2,98 CHF | 50 000 | 50 000 | 46 994 | 46 994 | 138 766 CHF | 139 890 CHF | 30,07% | 30,07% |