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 | 0,72% | 2,94 CHF | 2,96 CHF | 50 000 | 50 000 | 49 597 | 49 597 | 144 770 CHF | 145 813 CHF | 98,37% | 98,37% |
14/08/2024 | 0,73% | 2,91 CHF | 2,93 CHF | 50 000 | 50 000 | 49 238 | 49 238 | 140 696 CHF | 141 706 CHF | 97,90% | 97,90% |
13/08/2024 | 0,71% | 2,84 CHF | 2,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 139 921 CHF | 140 921 CHF | 97,10% | 97,10% |
12/08/2024 | 0,75% | 2,86 CHF | 2,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 143 629 CHF | 144 704 CHF | 100,00% | 100,00% |
09/08/2024 | 0,71% | 2,95 CHF | 2,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 146 620 CHF | 147 665 CHF | 99,42% | 99,42% |
08/08/2024 | 0,76% | 2,86 CHF | 2,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 138 703 CHF | 139 768 CHF | 96,56% | 96,56% |
07/08/2024 | 0,69% | 2,92 CHF | 2,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 143 928 CHF | 144 928 CHF | 99,80% | 99,80% |
06/08/2024 | 1,07% | 2,79 CHF | 2,81 CHF | 50 000 | 50 000 | 39 629 | 39 629 | 108 043 CHF | 109 080 CHF | 98,78% | 98,78% |
02/08/2024 | 2,13% | 2,91 CHF | 2,97 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 59 348 CHF | 30 313 CHF | 94,32% | 94,32% |
30/07/2024 | 0,67% | 3,07 CHF | 3,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 154 395 CHF | 155 434 CHF | 96,72% | 96,72% |