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 | 0,60% | 3,34 CHF | 3,36 CHF | 50 000 | 50 000 | 49 597 | 49 597 | 163 035 CHF | 164 004 CHF | 98,37% | 98,37% |
14/08/2024 | 0,62% | 3,26 CHF | 3,27 CHF | 50 000 | 50 000 | 49 240 | 49 240 | 159 083 CHF | 160 060 CHF | 98,15% | 98,15% |
13/08/2024 | 0,61% | 3,15 CHF | 3,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 157 019 CHF | 157 983 CHF | 96,74% | 96,74% |
12/08/2024 | 0,58% | 3,20 CHF | 3,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 160 922 CHF | 161 863 CHF | 100,00% | 100,00% |
09/08/2024 | 0,58% | 3,21 CHF | 3,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 160 491 CHF | 161 431 CHF | 99,77% | 99,77% |
08/08/2024 | 0,60% | 3,16 CHF | 3,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 155 369 CHF | 156 304 CHF | 96,45% | 96,45% |
07/08/2024 | 0,57% | 3,21 CHF | 3,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 157 596 CHF | 158 491 CHF | 99,81% | 99,81% |
06/08/2024 | 0,87% | 2,92 CHF | 2,94 CHF | 50 000 | 50 000 | 39 654 | 39 654 | 117 119 CHF | 118 027 CHF | 98,91% | 98,91% |
02/08/2024 | 1,85% | 3,21 CHF | 3,27 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 66 339 CHF | 33 790 CHF | 94,90% | 94,90% |
31/07/2024 | 0,58% | 3,77 CHF | 3,79 CHF | 50 000 | 50 000 | 48 283 | 48 283 | 182 094 CHF | 183 129 CHF | 29,48% | 29,48% |