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% | 4,33 CHF | 4,34 CHF | 50 000 | 50 000 | 49 475 | 49 475 | 210 052 CHF | 210 753 CHF | 99,18% | 99,18% |
14/08/2024 | 0,35% | 4,20 CHF | 4,21 CHF | 50 000 | 50 000 | 49 001 | 49 001 | 204 606 CHF | 205 305 CHF | 98,41% | 98,41% |
13/08/2024 | 0,32% | 4,08 CHF | 4,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 202 425 CHF | 203 075 CHF | 96,86% | 96,86% |
12/08/2024 | 0,35% | 4,01 CHF | 4,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 200 404 CHF | 201 104 CHF | 100,00% | 100,00% |
09/08/2024 | 0,35% | 3,95 CHF | 3,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 198 510 CHF | 199 210 CHF | 99,95% | 99,95% |
08/08/2024 | 0,34% | 3,92 CHF | 3,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 190 162 CHF | 190 812 CHF | 97,60% | 97,60% |
07/08/2024 | 0,34% | 3,90 CHF | 3,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 191 669 CHF | 192 319 CHF | 99,86% | 99,86% |
06/08/2024 | 0,52% | 3,62 CHF | 3,64 CHF | 50 000 | 50 000 | 39 727 | 39 727 | 143 105 CHF | 143 766 CHF | 98,88% | 98,88% |
02/08/2024 | 1,11% | 3,77 CHF | 3,82 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 78 525 CHF | 39 703 CHF | 97,03% | 97,03% |
31/07/2024 | 0,34% | 4,63 CHF | 4,64 CHF | 50 000 | 50 000 | 45 749 | 45 749 | 210 425 CHF | 211 113 CHF | 30,58% | 30,58% |