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 | 0,18% | 6,65 CHF | 6,66 CHF | 50 000 | 50 000 | 30 512 | 30 512 | 191 590 CHF | 191 917 CHF | 98,21% | 98,21% |
14/08/2024 | 0,18% | 6,01 CHF | 6,02 CHF | 50 000 | 50 000 | 30 792 | 30 792 | 185 841 CHF | 186 177 CHF | 85,70% | 85,70% |
13/08/2024 | 0,18% | 5,82 CHF | 5,83 CHF | 50 000 | 50 000 | 30 959 | 30 959 | 180 131 CHF | 180 455 CHF | 90,84% | 90,84% |
12/08/2024 | 0,19% | 5,87 CHF | 5,88 CHF | 50 000 | 50 000 | 30 546 | 30 546 | 178 927 CHF | 179 256 CHF | 97,14% | 97,14% |
09/08/2024 | 0,19% | 5,79 CHF | 5,80 CHF | 50 000 | 50 000 | 30 416 | 30 416 | 174 253 CHF | 174 581 CHF | 99,59% | 99,59% |
08/08/2024 | 0,20% | 5,55 CHF | 5,56 CHF | 50 000 | 50 000 | 30 564 | 30 564 | 166 145 CHF | 166 475 CHF | 96,10% | 96,10% |
07/08/2024 | 0,20% | 5,74 CHF | 5,75 CHF | 50 000 | 50 000 | 30 430 | 30 430 | 169 708 CHF | 170 036 CHF | 99,42% | 99,42% |
06/08/2024 | 0,21% | 5,30 CHF | 5,31 CHF | 50 000 | 50 000 | 30 344 | 30 344 | 158 543 CHF | 158 868 CHF | 98,03% | 98,03% |
02/08/2024 | 0,19% | 5,52 CHF | 5,53 CHF | 50 000 | 50 000 | 30 480 | 30 480 | 174 867 CHF | 175 196 CHF | 97,21% | 97,21% |
30/07/2024 | 0,15% | 7,21 CHF | 7,22 CHF | 50 000 | 50 000 | 30 342 | 30 342 | 224 640 CHF | 224 967 CHF | 98,88% | 98,88% |