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 | 0,80% | 3,09 CHF | 3,12 CHF | 50 000 | 50 000 | 49 471 | 49 471 | 149 093 CHF | 150 289 CHF | 98,40% | 98,40% |
14/08/2024 | 0,82% | 2,97 CHF | 2,99 CHF | 50 000 | 50 000 | 49 099 | 49 099 | 144 707 CHF | 145 893 CHF | 98,05% | 98,05% |
13/08/2024 | 0,83% | 2,85 CHF | 2,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 141 314 CHF | 142 493 CHF | 96,93% | 96,93% |
12/08/2024 | 0,84% | 2,79 CHF | 2,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 139 504 CHF | 140 684 CHF | 98,25% | 98,25% |
09/08/2024 | 0,85% | 2,74 CHF | 2,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 137 762 CHF | 138 944 CHF | 99,76% | 99,76% |
08/08/2024 | 0,90% | 2,70 CHF | 2,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 129 996 CHF | 131 168 CHF | 92,59% | 92,59% |
07/08/2024 | 0,87% | 2,69 CHF | 2,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 130 992 CHF | 132 142 CHF | 95,66% | 95,66% |
06/08/2024 | 1,17% | 2,43 CHF | 2,45 CHF | 50 000 | 50 000 | 41 544 | 39 743 | 99 989 CHF | 96 690 CHF | 98,36% | 98,36% |
02/08/2024 | 1,97% | 2,57 CHF | 2,62 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 54 205 CHF | 27 642 CHF | 96,45% | 96,45% |
31/07/2024 | 0,77% | 3,41 CHF | 3,44 CHF | 50 000 | 50 000 | 45 760 | 45 760 | 154 692 CHF | 155 849 CHF | 30,66% | 30,66% |