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 | 0,72% | 2,84 CHF | 2,86 CHF | 50 000 | 50 000 | 49 597 | 49 597 | 140 042 CHF | 141 045 CHF | 98,36% | 98,36% |
14/08/2024 | 0,75% | 2,81 CHF | 2,83 CHF | 50 000 | 50 000 | 49 243 | 49 243 | 135 969 CHF | 136 977 CHF | 98,49% | 98,49% |
13/08/2024 | 0,74% | 2,74 CHF | 2,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 135 112 CHF | 136 112 CHF | 97,10% | 97,10% |
12/08/2024 | 0,76% | 2,77 CHF | 2,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 138 853 CHF | 139 917 CHF | 99,90% | 99,90% |
09/08/2024 | 0,70% | 2,86 CHF | 2,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 141 860 CHF | 142 860 CHF | 100,00% | 100,00% |
08/08/2024 | 0,79% | 2,76 CHF | 2,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 133 912 CHF | 134 971 CHF | 96,14% | 96,14% |
07/08/2024 | 0,76% | 2,82 CHF | 2,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 139 068 CHF | 140 133 CHF | 98,24% | 98,24% |
06/08/2024 | 1,11% | 2,69 CHF | 2,71 CHF | 50 000 | 50 000 | 39 653 | 39 653 | 104 324 CHF | 105 360 CHF | 99,01% | 99,01% |
02/08/2024 | 2,23% | 2,81 CHF | 2,88 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 57 454 CHF | 29 376 CHF | 94,54% | 94,54% |
30/07/2024 | 0,71% | 2,97 CHF | 3,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 149 608 CHF | 150 671 CHF | 96,72% | 96,72% |