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 | 0,71% | 2,10 CHF | 2,11 CHF | 50 000 | 50 000 | 49 368 | 49 157 | 101 605 CHF | 101 884 CHF | 98,90% | 98,90% |
14/08/2024 | 0,72% | 2,07 CHF | 2,08 CHF | 50 000 | 50 000 | 48 739 | 48 320 | 99 545 CHF | 99 384 CHF | 98,44% | 98,44% |
13/08/2024 | 0,74% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 973 CHF | 93 664 CHF | 96,35% | 96,35% |
12/08/2024 | 0,77% | 1,87 CHF | 1,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 820 CHF | 96 557 CHF | 99,84% | 99,84% |
09/08/2024 | 0,69% | 1,96 CHF | 1,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 538 CHF | 99 219 CHF | 99,85% | 99,85% |
08/08/2024 | 0,72% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 075 CHF | 94 757 CHF | 96,56% | 96,56% |
07/08/2024 | 0,74% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 477 CHF | 95 176 CHF | 99,01% | 99,01% |
06/08/2024 | 1,08% | 1,75 CHF | 1,77 CHF | 50 000 | 50 000 | 43 436 | 37 625 | 73 896 CHF | 64 851 CHF | 98,80% | 98,80% |
02/08/2024 | 2,55% | 1,50 CHF | 1,54 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 61 871 CHF | 15 868 CHF | 98,04% | 98,04% |
31/07/2024 | 0,90% | 1,67 CHF | 1,69 CHF | 50 000 | 50 000 | 45 928 | 44 742 | 77 188 CHF | 75 841 CHF | 30,67% | 30,67% |