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% | 4,22 CHF | 4,24 CHF | 50 000 | 50 000 | 49 474 | 49 474 | 204 808 CHF | 205 509 CHF | 99,18% | 99,18% |
14/08/2024 | 0,35% | 4,09 CHF | 4,10 CHF | 50 000 | 50 000 | 49 001 | 49 001 | 199 413 CHF | 200 112 CHF | 98,41% | 98,41% |
13/08/2024 | 0,33% | 3,97 CHF | 3,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 197 125 CHF | 197 775 CHF | 96,86% | 96,86% |
12/08/2024 | 0,36% | 3,90 CHF | 3,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 195 104 CHF | 195 804 CHF | 100,00% | 100,00% |
09/08/2024 | 0,36% | 3,85 CHF | 3,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 193 210 CHF | 193 910 CHF | 99,95% | 99,95% |
08/08/2024 | 0,35% | 3,81 CHF | 3,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 184 864 CHF | 185 514 CHF | 97,65% | 97,65% |
07/08/2024 | 0,35% | 3,80 CHF | 3,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 186 319 CHF | 186 969 CHF | 99,86% | 99,86% |
06/08/2024 | 0,53% | 3,52 CHF | 3,53 CHF | 50 000 | 50 000 | 39 724 | 39 724 | 138 843 CHF | 139 503 CHF | 98,84% | 98,84% |
02/08/2024 | 1,14% | 3,67 CHF | 3,71 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 76 467 CHF | 38 674 CHF | 97,02% | 97,02% |
31/07/2024 | 0,35% | 4,54 CHF | 4,55 CHF | 50 000 | 50 000 | 45 751 | 45 751 | 206 132 CHF | 206 819 CHF | 30,60% | 30,60% |