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 | 0,50% | 2,05 CHF | 2,06 CHF | 75 000 | 75 000 | 74 024 | 73 974 | 149 984 CHF | 150 629 CHF | 99,07% | 99,07% |
14/08/2024 | 0,52% | 2,00 CHF | 2,01 CHF | 75 000 | 75 000 | 73 156 | 73 097 | 143 601 CHF | 144 227 CHF | 98,83% | 98,83% |
13/08/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 75 000 | 75 000 | 74 971 | 74 971 | 141 913 CHF | 142 663 CHF | 96,69% | 96,69% |
12/08/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 142 829 CHF | 143 579 CHF | 100,00% | 100,00% |
09/08/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 139 821 CHF | 140 571 CHF | 100,00% | 100,00% |
08/08/2024 | 0,64% | 1,80 CHF | 1,81 CHF | 75 000 | 75 000 | 70 155 | 70 155 | 122 945 CHF | 123 695 CHF | 97,17% | 97,17% |
07/08/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 132 575 CHF | 133 325 CHF | 99,70% | 99,70% |
06/08/2024 | 0,82% | 1,65 CHF | 1,66 CHF | 75 000 | 75 000 | 58 880 | 54 382 | 96 223 CHF | 89 479 CHF | 98,90% | 98,90% |
02/08/2024 | 1,64% | 1,82 CHF | 1,85 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 55 626 CHF | 37 698 CHF | 98,97% | 98,97% |
31/07/2024 | 0,52% | 2,12 CHF | 2,13 CHF | 75 000 | 75 000 | 68 471 | 68 129 | 144 706 CHF | 144 704 CHF | 30,27% | 30,27% |