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 | 0,52% | 2,00 CHF | 2,01 CHF | 75 000 | 75 000 | 74 024 | 73 974 | 146 043 CHF | 146 690 CHF | 99,07% | 99,07% |
14/08/2024 | 0,54% | 1,95 CHF | 1,96 CHF | 75 000 | 75 000 | 73 156 | 73 097 | 139 715 CHF | 140 353 CHF | 98,83% | 98,83% |
13/08/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 75 000 | 75 000 | 74 971 | 74 971 | 137 909 CHF | 138 659 CHF | 97,01% | 97,01% |
12/08/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 138 903 CHF | 139 653 CHF | 100,00% | 100,00% |
09/08/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 135 838 CHF | 136 588 CHF | 99,90% | 99,90% |
08/08/2024 | 0,66% | 1,75 CHF | 1,76 CHF | 75 000 | 75 000 | 70 178 | 70 178 | 119 298 CHF | 120 048 CHF | 97,63% | 97,63% |
07/08/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 128 551 CHF | 129 301 CHF | 98,78% | 98,78% |
06/08/2024 | 0,83% | 1,60 CHF | 1,61 CHF | 75 000 | 75 000 | 60 254 | 53 938 | 95 409 CHF | 85 916 CHF | 97,14% | 97,14% |
02/08/2024 | 1,65% | 1,77 CHF | 1,80 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 54 075 CHF | 36 650 CHF | 98,78% | 98,78% |
31/07/2024 | 0,54% | 2,06 CHF | 2,07 CHF | 75 000 | 75 000 | 68 543 | 68 203 | 141 183 CHF | 141 204 CHF | 30,60% | 30,60% |