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 | 0,55% | 3,84 CHF | 3,86 CHF | 50 000 | 50 000 | 49 597 | 49 597 | 189 510 CHF | 190 541 CHF | 98,37% | 98,37% |
14/08/2024 | 0,57% | 3,81 CHF | 3,83 CHF | 50 000 | 50 000 | 49 243 | 49 243 | 185 088 CHF | 186 131 CHF | 98,49% | 98,49% |
13/08/2024 | 0,54% | 3,74 CHF | 3,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 184 950 CHF | 185 950 CHF | 97,10% | 97,10% |
12/08/2024 | 0,55% | 3,77 CHF | 3,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 188 704 CHF | 189 736 CHF | 100,00% | 100,00% |
09/08/2024 | 0,55% | 3,85 CHF | 3,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 191 665 CHF | 192 723 CHF | 99,63% | 99,63% |
08/08/2024 | 0,57% | 3,76 CHF | 3,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 183 770 CHF | 184 813 CHF | 96,59% | 96,59% |
07/08/2024 | 0,53% | 3,82 CHF | 3,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 188 922 CHF | 189 922 CHF | 99,24% | 99,24% |
06/08/2024 | 0,80% | 3,69 CHF | 3,71 CHF | 50 000 | 50 000 | 39 672 | 39 672 | 143 882 CHF | 144 917 CHF | 99,17% | 99,17% |
02/08/2024 | 1,64% | 3,81 CHF | 3,87 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 77 369 CHF | 39 323 CHF | 95,20% | 95,20% |
30/07/2024 | 0,52% | 3,97 CHF | 3,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 199 395 CHF | 200 434 CHF | 96,72% | 96,72% |