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 | 0,68% | 3,19 CHF | 3,21 CHF | 50 000 | 50 000 | 49 597 | 49 597 | 157 104 CHF | 158 172 CHF | 98,37% | 98,37% |
14/08/2024 | 0,71% | 3,16 CHF | 3,18 CHF | 50 000 | 50 000 | 49 242 | 49 242 | 152 930 CHF | 154 001 CHF | 98,43% | 98,43% |
13/08/2024 | 0,68% | 3,08 CHF | 3,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 152 312 CHF | 153 350 CHF | 97,10% | 97,10% |
12/08/2024 | 0,68% | 3,11 CHF | 3,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 156 037 CHF | 157 097 CHF | 99,99% | 99,99% |
09/08/2024 | 0,67% | 3,20 CHF | 3,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 159 046 CHF | 160 119 CHF | 99,72% | 99,72% |
08/08/2024 | 0,66% | 3,11 CHF | 3,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 151 157 CHF | 152 157 CHF | 96,17% | 96,17% |
07/08/2024 | 0,67% | 3,16 CHF | 3,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 156 287 CHF | 157 338 CHF | 99,89% | 99,89% |
06/08/2024 | 0,98% | 3,03 CHF | 3,05 CHF | 50 000 | 50 000 | 39 642 | 39 642 | 117 909 CHF | 118 948 CHF | 98,83% | 98,83% |
02/08/2024 | 1,99% | 3,16 CHF | 3,22 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 64 330 CHF | 32 812 CHF | 94,55% | 94,55% |
30/07/2024 | 0,64% | 3,32 CHF | 3,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 166 810 CHF | 167 882 CHF | 95,58% | 95,58% |