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 | 0,67% | 2,23 CHF | 2,25 CHF | 50 000 | 50 000 | 49 370 | 49 160 | 108 098 CHF | 108 356 CHF | 99,20% | 99,20% |
14/08/2024 | 0,64% | 2,20 CHF | 2,21 CHF | 50 000 | 50 000 | 48 721 | 48 297 | 105 915 CHF | 105 650 CHF | 97,11% | 97,11% |
13/08/2024 | 0,68% | 2,06 CHF | 2,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 517 CHF | 100 193 CHF | 97,07% | 97,07% |
12/08/2024 | 0,66% | 2,00 CHF | 2,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 408 CHF | 103 089 CHF | 100,00% | 100,00% |
09/08/2024 | 0,67% | 2,09 CHF | 2,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 085 CHF | 105 795 CHF | 100,00% | 100,00% |
08/08/2024 | 0,68% | 2,07 CHF | 2,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 100 669 CHF | 101 360 CHF | 96,92% | 96,92% |
07/08/2024 | 0,64% | 2,09 CHF | 2,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 096 CHF | 101 745 CHF | 99,99% | 99,99% |
06/08/2024 | 1,02% | 1,88 CHF | 1,90 CHF | 50 000 | 50 000 | 41 668 | 37 502 | 76 446 CHF | 69 556 CHF | 97,09% | 97,09% |
02/08/2024 | 2,43% | 1,63 CHF | 1,67 CHF | 40 000 | 10 000 | 32 721 | 10 000 | 54 799 CHF | 17 192 CHF | 97,19% | 97,19% |
31/07/2024 | 0,82% | 1,80 CHF | 1,82 CHF | 50 000 | 50 000 | 45 928 | 44 742 | 83 224 CHF | 81 701 CHF | 30,67% | 30,67% |