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 | 0,74% | 2,77 CHF | 2,79 CHF | 50 000 | 50 000 | 49 597 | 49 597 | 136 570 CHF | 137 574 CHF | 98,37% | 98,37% |
14/08/2024 | 0,82% | 2,74 CHF | 2,77 CHF | 50 000 | 50 000 | 49 243 | 49 243 | 132 524 CHF | 133 601 CHF | 98,49% | 98,49% |
13/08/2024 | 0,79% | 2,67 CHF | 2,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 131 619 CHF | 132 667 CHF | 97,10% | 97,10% |
12/08/2024 | 0,78% | 2,70 CHF | 2,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 135 353 CHF | 136 417 CHF | 100,00% | 100,00% |
09/08/2024 | 0,77% | 2,79 CHF | 2,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 138 360 CHF | 139 425 CHF | 100,00% | 100,00% |
08/08/2024 | 0,76% | 2,70 CHF | 2,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 130 470 CHF | 131 470 CHF | 96,33% | 96,33% |
07/08/2024 | 0,78% | 2,75 CHF | 2,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 135 581 CHF | 136 645 CHF | 99,61% | 99,61% |
06/08/2024 | 1,14% | 2,62 CHF | 2,64 CHF | 50 000 | 50 000 | 39 885 | 39 684 | 102 111 CHF | 102 647 CHF | 98,62% | 98,62% |
02/08/2024 | 2,29% | 2,74 CHF | 2,81 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 56 053 CHF | 28 676 CHF | 94,75% | 94,75% |
30/07/2024 | 0,73% | 2,90 CHF | 2,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 146 108 CHF | 147 171 CHF | 96,72% | 96,72% |