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 | 0,61% | 4,03 CHF | 4,04 CHF | 50 000 | 50 000 | 28 330 | 26 956 | 114 756 CHF | 109 726 CHF | 76,53% | 76,53% |
14/08/2024 | 0,62% | 4,03 CHF | 4,04 CHF | 50 000 | 50 000 | 30 944 | 28 968 | 121 206 CHF | 114 117 CHF | 53,21% | 53,21% |
13/08/2024 | 0,68% | 3,76 CHF | 3,77 CHF | 50 000 | 50 000 | 30 389 | 29 702 | 113 022 CHF | 111 174 CHF | 91,44% | 91,44% |
12/08/2024 | 0,52% | 3,70 CHF | 3,71 CHF | 50 000 | 50 000 | 40 213 | 37 071 | 149 369 CHF | 138 169 CHF | 31,59% | 31,59% |
09/08/2024 | 0,75% | 3,73 CHF | 3,74 CHF | 50 000 | 50 000 | 30 372 | 29 349 | 106 224 CHF | 103 448 CHF | 90,36% | 90,36% |
08/08/2024 | 1,36% | 3,15 CHF | 3,19 CHF | 5 000 | 5 000 | 11 802 | 11 802 | 32 328 CHF | 32 737 CHF | 65,89% | 65,89% |
07/08/2024 | 0,88% | 2,67 CHF | 2,68 CHF | 50 000 | 50 000 | 31 598 | 31 598 | 87 320 CHF | 87 984 CHF | 73,03% | 73,03% |
06/08/2024 | 0,93% | 2,82 CHF | 2,83 CHF | 50 000 | 50 000 | 29 935 | 29 935 | 82 632 CHF | 83 308 CHF | 96,63% | 96,63% |
02/08/2024 | 0,82% | 2,82 CHF | 2,83 CHF | 50 000 | 50 000 | 30 700 | 29 471 | 91 508 CHF | 88 384 CHF | 80,47% | 80,47% |
30/07/2024 | 0,84% | 2,77 CHF | 2,78 CHF | 50 000 | 50 000 | 29 772 | 28 697 | 90 816 CHF | 88 171 CHF | 97,88% | 97,88% |