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 | 0,37% | 2,80 CHF | 2,81 CHF | 75 000 | 75 000 | 74 224 | 74 224 | 202 335 CHF | 203 084 CHF | 99,07% | 99,07% |
14/08/2024 | 0,38% | 2,68 CHF | 2,69 CHF | 75 000 | 75 000 | 73 654 | 73 654 | 195 396 CHF | 196 141 CHF | 98,83% | 98,83% |
13/08/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 190 974 CHF | 191 724 CHF | 97,08% | 97,08% |
12/08/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 191 837 CHF | 192 587 CHF | 100,00% | 100,00% |
09/08/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 188 570 CHF | 189 320 CHF | 100,00% | 100,00% |
08/08/2024 | 0,47% | 2,44 CHF | 2,45 CHF | 75 000 | 75 000 | 70 184 | 70 184 | 166 824 CHF | 167 573 CHF | 97,75% | 97,75% |
07/08/2024 | 0,42% | 2,47 CHF | 2,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 179 779 CHF | 180 529 CHF | 100,00% | 100,00% |
06/08/2024 | 0,54% | 2,29 CHF | 2,30 CHF | 75 000 | 75 000 | 64 654 | 64 654 | 146 594 CHF | 147 358 CHF | 98,52% | 98,52% |
02/08/2024 | 1,05% | 2,39 CHF | 2,42 CHF | 30 000 | 20 000 | 23 357 | 20 000 | 58 040 CHF | 50 501 CHF | 98,51% | 98,51% |
31/07/2024 | 0,37% | 2,83 CHF | 2,84 CHF | 75 000 | 75 000 | 70 761 | 70 761 | 200 411 CHF | 201 151 CHF | 30,49% | 30,49% |