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 | 0,35% | 4,20 CHF | 4,21 CHF | 50 000 | 50 000 | 49 475 | 49 475 | 203 670 CHF | 204 372 CHF | 99,17% | 99,17% |
14/08/2024 | 0,33% | 4,07 CHF | 4,08 CHF | 50 000 | 50 000 | 49 001 | 49 001 | 198 334 CHF | 198 988 CHF | 98,44% | 98,44% |
13/08/2024 | 0,36% | 3,95 CHF | 3,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 195 975 CHF | 196 675 CHF | 96,93% | 96,93% |
12/08/2024 | 0,33% | 3,88 CHF | 3,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 194 004 CHF | 194 654 CHF | 99,99% | 99,99% |
09/08/2024 | 0,34% | 3,82 CHF | 3,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 192 112 CHF | 192 762 CHF | 99,86% | 99,86% |
08/08/2024 | 0,38% | 3,79 CHF | 3,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 183 714 CHF | 184 414 CHF | 97,80% | 97,80% |
07/08/2024 | 0,35% | 3,78 CHF | 3,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 185 269 CHF | 185 919 CHF | 99,80% | 99,80% |
06/08/2024 | 0,53% | 3,50 CHF | 3,51 CHF | 50 000 | 50 000 | 39 724 | 39 724 | 138 010 CHF | 138 660 CHF | 98,88% | 98,88% |
02/08/2024 | 1,15% | 3,65 CHF | 3,69 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 75 964 CHF | 38 422 CHF | 97,10% | 97,10% |
31/07/2024 | 0,35% | 4,50 CHF | 4,52 CHF | 50 000 | 50 000 | 45 756 | 45 756 | 204 594 CHF | 205 280 CHF | 30,63% | 30,63% |