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 | 0,37% | 3,91 CHF | 3,93 CHF | 50 000 | 50 000 | 49 475 | 49 475 | 189 571 CHF | 190 272 CHF | 99,18% | 99,18% |
14/08/2024 | 0,36% | 3,78 CHF | 3,80 CHF | 50 000 | 50 000 | 49 001 | 49 001 | 184 368 CHF | 185 021 CHF | 98,41% | 98,41% |
13/08/2024 | 0,36% | 3,66 CHF | 3,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 181 725 CHF | 182 375 CHF | 96,87% | 96,87% |
12/08/2024 | 0,39% | 3,59 CHF | 3,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 179 704 CHF | 180 404 CHF | 99,98% | 99,98% |
09/08/2024 | 0,36% | 3,54 CHF | 3,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 177 860 CHF | 178 510 CHF | 99,96% | 99,96% |
08/08/2024 | 0,38% | 3,50 CHF | 3,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 169 462 CHF | 170 112 CHF | 97,61% | 97,61% |
07/08/2024 | 0,38% | 3,49 CHF | 3,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 170 969 CHF | 171 619 CHF | 99,76% | 99,76% |
06/08/2024 | 0,57% | 3,21 CHF | 3,22 CHF | 50 000 | 50 000 | 39 723 | 39 723 | 126 616 CHF | 127 266 CHF | 98,88% | 98,88% |
02/08/2024 | 1,24% | 3,36 CHF | 3,41 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 70 327 CHF | 35 603 CHF | 97,03% | 97,03% |
31/07/2024 | 0,38% | 4,23 CHF | 4,24 CHF | 50 000 | 50 000 | 45 751 | 45 751 | 192 084 CHF | 192 772 CHF | 30,60% | 30,60% |