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 | 0,44% | 2,82 CHF | 2,83 CHF | 25 000 | 25 000 | 24 843 | 24 738 | 68 601 CHF | 68 609 CHF | 99,20% | 99,20% |
14/08/2024 | 0,46% | 2,66 CHF | 2,67 CHF | 25 000 | 25 000 | 24 737 | 24 635 | 66 154 CHF | 66 182 CHF | 98,19% | 98,19% |
13/08/2024 | 0,48% | 2,60 CHF | 2,61 CHF | 25 000 | 25 000 | 25 036 | 25 000 | 63 568 CHF | 63 782 CHF | 96,84% | 96,84% |
12/08/2024 | 0,45% | 2,61 CHF | 2,63 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 66 085 CHF | 66 383 CHF | 99,87% | 99,87% |
09/08/2024 | 0,44% | 2,67 CHF | 2,68 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 66 451 CHF | 66 747 CHF | 99,97% | 99,97% |
08/08/2024 | 0,48% | 2,56 CHF | 2,57 CHF | 25 000 | 25 000 | 28 980 | 25 000 | 70 384 CHF | 61 120 CHF | 97,42% | 97,42% |
07/08/2024 | 0,46% | 2,63 CHF | 2,64 CHF | 25 000 | 25 000 | 26 177 | 25 000 | 66 041 CHF | 63 430 CHF | 99,05% | 99,05% |
06/08/2024 | 0,72% | 2,36 CHF | 2,37 CHF | 30 000 | 25 000 | 30 000 | 18 774 | 68 677 CHF | 43 329 CHF | 97,92% | 97,92% |
02/08/2024 | 1,40% | 2,52 CHF | 2,55 CHF | 20 000 | 7 500 | 20 001 | 7 500 | 54 160 CHF | 20 594 CHF | 98,45% | 98,45% |
31/07/2024 | 0,45% | 2,97 CHF | 2,98 CHF | 25 000 | 25 000 | 24 223 | 24 059 | 71 473 CHF | 71 294 CHF | 29,95% | 29,95% |