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 | 0,33% | 3,02 CHF | 3,03 CHF | 20 000 | 20 000 | 20 000 | 8 720 | 60 122 CHF | 26 363 CHF | 97,07% | 97,07% |
14/08/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 20 000 | 20 000 | 20 000 | 9 489 | 58 440 CHF | 27 812 CHF | 77,07% | 77,07% |
13/08/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 20 000 | 20 000 | 20 000 | 9 392 | 56 788 CHF | 26 873 CHF | 88,08% | 88,08% |
12/08/2024 | 0,35% | 2,82 CHF | 2,83 CHF | 20 000 | 20 000 | 20 000 | 9 103 | 56 320 CHF | 25 650 CHF | 94,28% | 94,28% |
09/08/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 20 000 | 20 000 | 20 000 | 9 080 | 55 248 CHF | 25 140 CHF | 94,59% | 94,59% |
08/08/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 20 000 | 20 000 | 20 000 | 9 031 | 53 367 CHF | 24 413 CHF | 95,90% | 95,90% |
07/08/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 20 000 | 20 000 | 20 000 | 8 952 | 55 509 CHF | 25 084 CHF | 98,82% | 98,82% |
06/08/2024 | 0,38% | 2,71 CHF | 2,72 CHF | 20 000 | 20 000 | 20 000 | 8 941 | 52 956 CHF | 23 854 CHF | 98,35% | 98,35% |
02/08/2024 | 0,35% | 2,78 CHF | 2,79 CHF | 20 000 | 20 000 | 20 000 | 8 951 | 57 152 CHF | 25 482 CHF | 97,35% | 97,35% |
30/07/2024 | 0,31% | 3,15 CHF | 3,16 CHF | 20 000 | 20 000 | 20 000 | 8 932 | 64 486 CHF | 28 862 CHF | 98,47% | 98,47% |