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 | 0,88% | 2,84 CHF | 2,86 CHF | 50 000 | 50 000 | 49 471 | 49 471 | 136 721 CHF | 137 917 CHF | 98,40% | 98,40% |
14/08/2024 | 0,89% | 2,73 CHF | 2,76 CHF | 50 000 | 50 000 | 49 099 | 49 099 | 133 271 CHF | 134 454 CHF | 98,02% | 98,02% |
13/08/2024 | 0,90% | 2,63 CHF | 2,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 130 438 CHF | 131 618 CHF | 96,86% | 96,86% |
12/08/2024 | 0,91% | 2,58 CHF | 2,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 128 936 CHF | 130 115 CHF | 98,26% | 98,26% |
09/08/2024 | 0,92% | 2,54 CHF | 2,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 127 888 CHF | 129 068 CHF | 99,97% | 99,97% |
08/08/2024 | 0,62% | 2,51 CHF | 2,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 120 816 CHF | 121 572 CHF | 92,41% | 92,41% |
07/08/2024 | 0,54% | 2,49 CHF | 2,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 121 818 CHF | 122 480 CHF | 95,68% | 95,68% |
06/08/2024 | 0,81% | 2,27 CHF | 2,29 CHF | 50 000 | 50 000 | 41 798 | 39 747 | 94 307 CHF | 90 295 CHF | 98,40% | 98,40% |
02/08/2024 | 2,01% | 2,39 CHF | 2,44 CHF | 30 000 | 10 000 | 23 546 | 10 000 | 58 764 CHF | 25 569 CHF | 96,39% | 96,39% |
31/07/2024 | 0,83% | 3,14 CHF | 3,17 CHF | 50 000 | 50 000 | 45 760 | 45 760 | 142 585 CHF | 143 744 CHF | 30,66% | 30,66% |