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 | 0,36% | 4,02 CHF | 4,03 CHF | 50 000 | 50 000 | 49 474 | 49 474 | 194 765 CHF | 195 465 CHF | 99,18% | 99,18% |
14/08/2024 | 0,37% | 3,89 CHF | 3,90 CHF | 50 000 | 50 000 | 49 001 | 49 001 | 189 466 CHF | 190 166 CHF | 98,42% | 98,42% |
13/08/2024 | 0,35% | 3,77 CHF | 3,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 186 975 CHF | 187 625 CHF | 96,87% | 96,87% |
12/08/2024 | 0,38% | 3,70 CHF | 3,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 184 954 CHF | 185 654 CHF | 99,99% | 99,99% |
09/08/2024 | 0,38% | 3,64 CHF | 3,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 183 060 CHF | 183 760 CHF | 99,97% | 99,97% |
08/08/2024 | 0,37% | 3,61 CHF | 3,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 174 714 CHF | 175 364 CHF | 97,65% | 97,65% |
07/08/2024 | 0,37% | 3,59 CHF | 3,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 176 169 CHF | 176 819 CHF | 99,83% | 99,83% |
06/08/2024 | 0,55% | 3,31 CHF | 3,33 CHF | 50 000 | 50 000 | 39 721 | 39 721 | 130 779 CHF | 131 429 CHF | 98,83% | 98,83% |
02/08/2024 | 1,21% | 3,47 CHF | 3,51 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 72 426 CHF | 36 653 CHF | 97,06% | 97,06% |
31/07/2024 | 0,38% | 4,33 CHF | 4,35 CHF | 50 000 | 50 000 | 45 751 | 45 751 | 196 845 CHF | 197 573 CHF | 30,59% | 30,59% |