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 | 0,73% | 2,88 CHF | 2,90 CHF | 50 000 | 50 000 | 49 597 | 49 597 | 141 990 CHF | 143 029 CHF | 98,36% | 98,36% |
14/08/2024 | 0,76% | 2,85 CHF | 2,87 CHF | 50 000 | 50 000 | 49 243 | 49 243 | 137 901 CHF | 138 946 CHF | 98,49% | 98,49% |
13/08/2024 | 0,78% | 2,78 CHF | 2,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 137 041 CHF | 138 119 CHF | 97,09% | 97,09% |
12/08/2024 | 0,75% | 2,81 CHF | 2,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 140 795 CHF | 141 855 CHF | 99,47% | 99,47% |
09/08/2024 | 0,71% | 2,90 CHF | 2,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 143 830 CHF | 144 860 CHF | 100,00% | 100,00% |
08/08/2024 | 0,78% | 2,80 CHF | 2,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 135 913 CHF | 136 972 CHF | 96,18% | 96,18% |
07/08/2024 | 0,71% | 2,86 CHF | 2,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 141 082 CHF | 142 082 CHF | 99,99% | 99,99% |
06/08/2024 | 1,07% | 2,73 CHF | 2,75 CHF | 50 000 | 50 000 | 39 586 | 39 586 | 105 720 CHF | 106 730 CHF | 98,12% | 98,12% |
02/08/2024 | 2,18% | 2,85 CHF | 2,92 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 58 247 CHF | 29 764 CHF | 95,21% | 95,21% |
30/07/2024 | 0,68% | 3,01 CHF | 3,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 151 574 CHF | 152 607 CHF | 96,69% | 96,69% |