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 | 0,39% | 3,71 CHF | 3,72 CHF | 50 000 | 50 000 | 49 475 | 49 475 | 179 231 CHF | 179 931 CHF | 99,18% | 99,18% |
14/08/2024 | 0,41% | 3,57 CHF | 3,59 CHF | 50 000 | 50 000 | 49 001 | 49 001 | 174 082 CHF | 174 781 CHF | 98,46% | 98,46% |
13/08/2024 | 0,38% | 3,45 CHF | 3,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 171 275 CHF | 171 925 CHF | 96,93% | 96,93% |
12/08/2024 | 0,41% | 3,38 CHF | 3,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 169 254 CHF | 169 954 CHF | 99,99% | 99,99% |
09/08/2024 | 0,42% | 3,33 CHF | 3,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 167 363 CHF | 168 063 CHF | 99,82% | 99,82% |
08/08/2024 | 0,41% | 3,29 CHF | 3,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 159 009 CHF | 159 659 CHF | 97,73% | 97,73% |
07/08/2024 | 0,40% | 3,28 CHF | 3,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 160 520 CHF | 161 170 CHF | 99,86% | 99,86% |
06/08/2024 | 0,61% | 3,00 CHF | 3,01 CHF | 50 000 | 50 000 | 39 725 | 39 725 | 118 318 CHF | 118 968 CHF | 98,88% | 98,88% |
02/08/2024 | 1,32% | 3,15 CHF | 3,20 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 66 146 CHF | 33 513 CHF | 97,08% | 97,08% |
31/07/2024 | 0,40% | 4,02 CHF | 4,03 CHF | 50 000 | 50 000 | 45 759 | 45 759 | 182 546 CHF | 183 234 CHF | 30,65% | 30,65% |