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 | 0,47% | 2,23 CHF | 2,24 CHF | 75 000 | 75 000 | 74 218 | 74 218 | 159 939 CHF | 160 688 CHF | 98,28% | 98,28% |
14/08/2024 | 0,49% | 2,11 CHF | 2,12 CHF | 75 000 | 75 000 | 73 654 | 73 654 | 153 369 CHF | 154 115 CHF | 98,83% | 98,83% |
13/08/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 148 169 CHF | 148 919 CHF | 97,08% | 97,08% |
12/08/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 149 026 CHF | 149 776 CHF | 100,00% | 100,00% |
09/08/2024 | 0,51% | 1,93 CHF | 1,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 145 648 CHF | 146 398 CHF | 97,59% | 97,59% |
08/08/2024 | 0,61% | 1,87 CHF | 1,88 CHF | 75 000 | 75 000 | 70 119 | 70 119 | 126 559 CHF | 127 300 CHF | 96,41% | 96,41% |
07/08/2024 | 0,55% | 1,90 CHF | 1,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 137 028 CHF | 137 778 CHF | 99,82% | 99,82% |
06/08/2024 | 0,73% | 1,72 CHF | 1,73 CHF | 75 000 | 75 000 | 64 567 | 64 567 | 109 507 CHF | 110 271 CHF | 97,49% | 97,49% |
02/08/2024 | 1,36% | 1,82 CHF | 1,85 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 57 869 CHF | 39 105 CHF | 98,24% | 98,24% |
31/07/2024 | 0,47% | 2,26 CHF | 2,27 CHF | 75 000 | 75 000 | 70 761 | 70 761 | 160 077 CHF | 160 817 CHF | 30,49% | 30,49% |