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 | 0,57% | 3,54 CHF | 3,55 CHF | 50 000 | 50 000 | 49 597 | 49 597 | 172 546 CHF | 173 519 CHF | 98,37% | 98,37% |
14/08/2024 | 0,56% | 3,45 CHF | 3,47 CHF | 50 000 | 50 000 | 49 242 | 49 242 | 168 636 CHF | 169 571 CHF | 98,49% | 98,49% |
13/08/2024 | 0,56% | 3,34 CHF | 3,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 166 671 CHF | 167 605 CHF | 96,72% | 96,72% |
12/08/2024 | 0,56% | 3,40 CHF | 3,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 170 566 CHF | 171 528 CHF | 100,00% | 100,00% |
09/08/2024 | 0,54% | 3,40 CHF | 3,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 170 109 CHF | 171 030 CHF | 99,55% | 99,55% |
08/08/2024 | 0,58% | 3,35 CHF | 3,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 164 986 CHF | 165 952 CHF | 96,16% | 96,16% |
07/08/2024 | 0,56% | 3,40 CHF | 3,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 167 231 CHF | 168 164 CHF | 99,31% | 99,31% |
06/08/2024 | 0,83% | 3,12 CHF | 3,14 CHF | 50 000 | 50 000 | 39 643 | 39 643 | 124 705 CHF | 125 643 CHF | 98,74% | 98,74% |
02/08/2024 | 1,73% | 3,40 CHF | 3,46 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 70 198 CHF | 35 711 CHF | 94,59% | 94,59% |
31/07/2024 | 0,57% | 3,96 CHF | 3,98 CHF | 50 000 | 50 000 | 48 287 | 48 287 | 191 400 CHF | 192 481 CHF | 29,57% | 29,57% |