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 | 0,78% | 3,19 CHF | 3,22 CHF | 50 000 | 50 000 | 49 471 | 49 471 | 154 242 CHF | 155 438 CHF | 98,40% | 98,40% |
14/08/2024 | 0,79% | 3,08 CHF | 3,11 CHF | 50 000 | 50 000 | 49 099 | 49 099 | 150 412 CHF | 151 592 CHF | 98,06% | 98,06% |
13/08/2024 | 0,80% | 2,98 CHF | 3,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 147 643 CHF | 148 822 CHF | 96,93% | 96,93% |
12/08/2024 | 0,80% | 2,92 CHF | 2,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 146 029 CHF | 147 208 CHF | 98,26% | 98,26% |
09/08/2024 | 0,81% | 2,88 CHF | 2,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 144 813 CHF | 145 994 CHF | 99,83% | 99,83% |
08/08/2024 | 0,85% | 2,85 CHF | 2,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 137 473 CHF | 138 642 CHF | 92,56% | 92,56% |
07/08/2024 | 0,83% | 2,83 CHF | 2,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 138 494 CHF | 139 644 CHF | 95,70% | 95,70% |
06/08/2024 | 1,09% | 2,60 CHF | 2,62 CHF | 50 000 | 50 000 | 39 753 | 39 745 | 102 467 CHF | 103 497 CHF | 98,38% | 98,38% |
02/08/2024 | 1,88% | 2,72 CHF | 2,78 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 56 917 CHF | 28 998 CHF | 96,42% | 96,42% |
31/07/2024 | 0,75% | 3,51 CHF | 3,53 CHF | 50 000 | 50 000 | 45 760 | 45 760 | 159 119 CHF | 160 278 CHF | 30,66% | 30,66% |