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 | 0,63% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 49 368 | 49 157 | 114 441 CHF | 114 664 CHF | 98,90% | 98,90% |
14/08/2024 | 0,61% | 2,33 CHF | 2,34 CHF | 50 000 | 50 000 | 48 739 | 48 320 | 112 219 CHF | 111 917 CHF | 98,44% | 98,44% |
13/08/2024 | 0,67% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 913 CHF | 106 626 CHF | 97,07% | 97,07% |
12/08/2024 | 0,62% | 2,13 CHF | 2,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 818 CHF | 109 499 CHF | 100,00% | 100,00% |
09/08/2024 | 0,60% | 2,22 CHF | 2,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 509 CHF | 112 179 CHF | 99,77% | 99,77% |
08/08/2024 | 0,64% | 2,20 CHF | 2,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 067 CHF | 107 752 CHF | 96,54% | 96,54% |
07/08/2024 | 0,65% | 2,21 CHF | 2,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 438 CHF | 108 141 CHF | 98,48% | 98,48% |
06/08/2024 | 0,94% | 2,01 CHF | 2,02 CHF | 50 000 | 50 000 | 41 753 | 37 629 | 81 896 CHF | 74 557 CHF | 98,76% | 98,76% |
02/08/2024 | 2,19% | 1,76 CHF | 1,80 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 54 204 CHF | 18 468 CHF | 95,14% | 95,14% |
31/07/2024 | 0,74% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 45 855 | 44 648 | 88 926 CHF | 87 185 CHF | 30,13% | 30,13% |