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 | 0,69% | 3,05 CHF | 3,07 CHF | 50 000 | 50 000 | 49 597 | 49 597 | 150 131 CHF | 151 162 CHF | 98,37% | 98,37% |
14/08/2024 | 0,72% | 3,02 CHF | 3,04 CHF | 50 000 | 50 000 | 49 242 | 49 242 | 145 996 CHF | 147 043 CHF | 98,43% | 98,43% |
13/08/2024 | 0,69% | 2,94 CHF | 2,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 145 263 CHF | 146 263 CHF | 97,10% | 97,10% |
12/08/2024 | 0,69% | 2,97 CHF | 2,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 149 011 CHF | 150 037 CHF | 100,00% | 100,00% |
09/08/2024 | 0,66% | 3,06 CHF | 3,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 152 014 CHF | 153 014 CHF | 100,00% | 100,00% |
08/08/2024 | 0,73% | 2,97 CHF | 2,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 144 060 CHF | 145 110 CHF | 96,44% | 96,44% |
07/08/2024 | 0,69% | 3,02 CHF | 3,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 149 240 CHF | 150 279 CHF | 99,59% | 99,59% |
06/08/2024 | 1,03% | 2,89 CHF | 2,91 CHF | 50 000 | 50 000 | 39 644 | 39 644 | 112 328 CHF | 113 374 CHF | 98,92% | 98,92% |
02/08/2024 | 2,11% | 3,02 CHF | 3,08 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 61 495 CHF | 31 402 CHF | 95,03% | 95,03% |
30/07/2024 | 0,65% | 3,18 CHF | 3,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 159 788 CHF | 160 824 CHF | 96,72% | 96,72% |