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% | 3,24 CHF | 3,25 CHF | 95 000 | 95 000 | 41 039 | 41 039 | 134 275 CHF | 134 900 CHF | 99,89% | 99,89% |
14/08/2024 | 0,58% | 3,22 CHF | 3,23 CHF | 95 000 | 95 000 | 42 620 | 42 620 | 134 060 CHF | 134 707 CHF | 99,64% | 99,64% |
13/08/2024 | 0,60% | 3,16 CHF | 3,17 CHF | 95 000 | 95 000 | 43 122 | 43 122 | 131 550 CHF | 132 205 CHF | 99,99% | 99,99% |
12/08/2024 | 0,58% | 3,01 CHF | 3,02 CHF | 95 000 | 95 000 | 42 355 | 42 355 | 130 542 CHF | 131 186 CHF | 99,89% | 99,89% |
09/08/2024 | 0,61% | 3,02 CHF | 3,03 CHF | 95 000 | 95 000 | 42 604 | 42 604 | 126 612 CHF | 127 250 CHF | 99,80% | 99,80% |
08/08/2024 | 0,63% | 2,74 CHF | 2,75 CHF | 100 000 | 100 000 | 47 876 | 47 876 | 122 126 CHF | 122 754 CHF | 99,52% | 99,52% |
07/08/2024 | 0,62% | 2,73 CHF | 2,74 CHF | 105 000 | 105 000 | 47 895 | 47 895 | 122 710 CHF | 123 339 CHF | 99,47% | 99,47% |
06/08/2024 | 1,07% | 2,47 CHF | 2,48 CHF | 110 000 | 110 000 | 36 721 | 36 721 | 88 113 CHF | 88 716 CHF | 98,30% | 98,30% |
02/08/2024 | - | 2,02 CHF | - CHF | 120 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,97% |
30/07/2024 | 0,59% | 2,53 CHF | 2,54 CHF | 105 000 | 105 000 | 47 345 | 47 345 | 123 350 CHF | 123 968 CHF | 99,89% | 99,89% |