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 | 0,64% | 3,26 CHF | 3,28 CHF | 50 000 | 50 000 | 49 597 | 49 597 | 160 547 CHF | 161 577 CHF | 98,37% | 98,37% |
14/08/2024 | 0,68% | 3,23 CHF | 3,25 CHF | 50 000 | 50 000 | 49 242 | 49 242 | 156 336 CHF | 157 384 CHF | 98,43% | 98,43% |
13/08/2024 | 0,64% | 3,15 CHF | 3,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 155 763 CHF | 156 763 CHF | 97,10% | 97,10% |
12/08/2024 | 0,64% | 3,18 CHF | 3,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 159 511 CHF | 160 537 CHF | 100,00% | 100,00% |
09/08/2024 | 0,61% | 3,27 CHF | 3,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 162 514 CHF | 163 514 CHF | 100,00% | 100,00% |
08/08/2024 | 0,68% | 3,18 CHF | 3,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 154 558 CHF | 155 608 CHF | 96,36% | 96,36% |
07/08/2024 | 0,62% | 3,23 CHF | 3,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 159 697 CHF | 160 697 CHF | 97,17% | 97,17% |
06/08/2024 | 0,94% | 3,10 CHF | 3,12 CHF | 50 000 | 50 000 | 39 578 | 39 578 | 120 433 CHF | 121 442 CHF | 98,30% | 98,30% |
02/08/2024 | 1,94% | 3,23 CHF | 3,29 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 65 698 CHF | 33 493 CHF | 94,52% | 94,52% |
30/07/2024 | 0,63% | 3,39 CHF | 3,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 170 210 CHF | 171 288 CHF | 96,72% | 96,72% |