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 | 0,74% | 2,49 CHF | 2,52 CHF | 50 000 | 50 000 | 49 576 | 49 471 | 120 135 CHF | 120 764 CHF | 98,41% | 98,41% |
14/08/2024 | 0,60% | 2,40 CHF | 2,41 CHF | 50 000 | 50 000 | 49 279 | 49 099 | 117 292 CHF | 117 550 CHF | 98,05% | 98,05% |
13/08/2024 | 0,59% | 2,30 CHF | 2,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 114 020 CHF | 114 698 CHF | 96,86% | 96,86% |
12/08/2024 | 0,60% | 2,25 CHF | 2,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 654 CHF | 113 334 CHF | 98,25% | 98,25% |
09/08/2024 | 0,61% | 2,22 CHF | 2,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 800 CHF | 112 479 CHF | 99,84% | 99,84% |
08/08/2024 | 0,64% | 2,19 CHF | 2,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 047 CHF | 105 717 CHF | 92,52% | 92,52% |
07/08/2024 | 0,61% | 2,17 CHF | 2,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 035 CHF | 106 685 CHF | 95,68% | 95,68% |
06/08/2024 | 0,93% | 1,97 CHF | 1,98 CHF | 50 000 | 50 000 | 41 797 | 39 747 | 81 658 CHF | 78 268 CHF | 98,39% | 98,39% |
02/08/2024 | 2,00% | 2,08 CHF | 2,12 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 65 472 CHF | 22 264 CHF | 96,39% | 96,39% |
31/07/2024 | 0,94% | 2,79 CHF | 2,82 CHF | 50 000 | 50 000 | 45 759 | 45 759 | 126 551 CHF | 127 715 CHF | 30,65% | 30,65% |