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 | 0,34% | 4,24 CHF | 4,25 CHF | 50 000 | 50 000 | 49 474 | 49 474 | 205 500 CHF | 206 202 CHF | 99,17% | 99,17% |
14/08/2024 | 0,35% | 4,10 CHF | 4,12 CHF | 50 000 | 50 000 | 49 000 | 49 000 | 200 146 CHF | 200 845 CHF | 98,39% | 98,39% |
13/08/2024 | 0,35% | 3,98 CHF | 4,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 197 825 CHF | 198 525 CHF | 96,86% | 96,86% |
12/08/2024 | 0,36% | 3,92 CHF | 3,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 195 854 CHF | 196 554 CHF | 99,99% | 99,99% |
09/08/2024 | 0,36% | 3,86 CHF | 3,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 193 960 CHF | 194 660 CHF | 99,94% | 99,94% |
08/08/2024 | 0,35% | 3,83 CHF | 3,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 185 608 CHF | 186 258 CHF | 97,66% | 97,66% |
07/08/2024 | 0,35% | 3,81 CHF | 3,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 187 119 CHF | 187 769 CHF | 99,82% | 99,82% |
06/08/2024 | 0,52% | 3,53 CHF | 3,55 CHF | 50 000 | 50 000 | 39 724 | 39 724 | 139 477 CHF | 140 127 CHF | 98,86% | 98,86% |
02/08/2024 | 1,14% | 3,68 CHF | 3,73 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 76 705 CHF | 38 792 CHF | 97,05% | 97,05% |
31/07/2024 | 0,35% | 4,54 CHF | 4,55 CHF | 50 000 | 50 000 | 45 761 | 45 761 | 206 307 CHF | 206 995 CHF | 30,67% | 30,67% |