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% | 3,98 CHF | 4,00 CHF | 50 000 | 50 000 | 49 474 | 49 474 | 192 934 CHF | 193 635 CHF | 99,18% | 99,18% |
14/08/2024 | 0,38% | 3,85 CHF | 3,86 CHF | 50 000 | 50 000 | 49 001 | 49 001 | 187 652 CHF | 188 351 CHF | 98,41% | 98,41% |
13/08/2024 | 0,38% | 3,73 CHF | 3,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 185 075 CHF | 185 775 CHF | 96,86% | 96,86% |
12/08/2024 | 0,35% | 3,66 CHF | 3,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 183 104 CHF | 183 754 CHF | 100,00% | 100,00% |
09/08/2024 | 0,39% | 3,61 CHF | 3,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 181 210 CHF | 181 910 CHF | 99,95% | 99,95% |
08/08/2024 | 0,40% | 3,57 CHF | 3,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 172 813 CHF | 173 513 CHF | 97,63% | 97,63% |
07/08/2024 | 0,37% | 3,56 CHF | 3,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 174 319 CHF | 174 969 CHF | 99,79% | 99,79% |
06/08/2024 | 0,56% | 3,28 CHF | 3,29 CHF | 50 000 | 50 000 | 39 722 | 39 722 | 129 303 CHF | 129 953 CHF | 98,87% | 98,87% |
02/08/2024 | 1,22% | 3,43 CHF | 3,47 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 71 667 CHF | 36 273 CHF | 97,03% | 97,03% |
31/07/2024 | 0,37% | 4,30 CHF | 4,31 CHF | 50 000 | 50 000 | 45 751 | 45 751 | 195 152 CHF | 195 838 CHF | 30,60% | 30,60% |