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 | 0,64% | 2,95 CHF | 2,97 CHF | 75 000 | 75 000 | 74 198 | 74 198 | 211 611 CHF | 212 970 CHF | 98,37% | 98,37% |
14/08/2024 | 0,71% | 2,73 CHF | 2,74 CHF | 75 000 | 75 000 | 72 955 | 72 955 | 194 418 CHF | 195 787 CHF | 98,24% | 98,24% |
13/08/2024 | 0,59% | 2,56 CHF | 2,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 191 119 CHF | 192 245 CHF | 96,66% | 96,66% |
12/08/2024 | 0,58% | 2,55 CHF | 2,57 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 195 196 CHF | 196 337 CHF | 100,00% | 100,00% |
09/08/2024 | 0,59% | 2,49 CHF | 2,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 186 738 CHF | 187 851 CHF | 99,89% | 99,89% |
08/08/2024 | 0,79% | 2,42 CHF | 2,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 174 640 CHF | 176 023 CHF | 96,20% | 96,20% |
07/08/2024 | 0,64% | 2,43 CHF | 2,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 175 252 CHF | 176 385 CHF | 99,65% | 99,65% |
06/08/2024 | 0,86% | 2,14 CHF | 2,15 CHF | 75 000 | 75 000 | 56 279 | 54 199 | 121 570 CHF | 117 841 CHF | 98,09% | 98,09% |
02/08/2024 | 1,89% | 2,43 CHF | 2,48 CHF | 30 000 | 20 000 | 20 921 | 20 000 | 52 970 CHF | 51 685 CHF | 95,30% | 95,30% |
31/07/2024 | 0,54% | 3,01 CHF | 3,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 149 618 CHF | 150 425 CHF | 22,36% | 22,36% |