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 | 0,79% | 3,18 CHF | 3,19 CHF | 50 000 | 50 000 | 28 330 | 26 956 | 90 820 CHF | 86 963 CHF | 76,53% | 76,53% |
14/08/2024 | 0,79% | 3,19 CHF | 3,20 CHF | 50 000 | 50 000 | 30 945 | 28 969 | 95 228 CHF | 89 796 CHF | 53,21% | 53,21% |
13/08/2024 | 0,90% | 2,92 CHF | 2,93 CHF | 50 000 | 50 000 | 30 192 | 29 270 | 86 832 CHF | 84 907 CHF | 94,15% | 94,15% |
12/08/2024 | 0,67% | 2,86 CHF | 2,87 CHF | 50 000 | 50 000 | 40 171 | 37 016 | 115 289 CHF | 106 692 CHF | 31,45% | 31,45% |
09/08/2024 | 0,99% | 2,89 CHF | 2,90 CHF | 50 000 | 50 000 | 31 253 | 29 349 | 82 904 CHF | 78 798 CHF | 90,36% | 90,36% |
08/08/2024 | 1,87% | 2,31 CHF | 2,35 CHF | 5 000 | 5 000 | 14 646 | 11 784 | 27 546 CHF | 22 856 CHF | 65,95% | 65,95% |
07/08/2024 | 1,26% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 35 828 | 31 616 | 69 164 CHF | 61 580 CHF | 72,95% | 72,95% |
06/08/2024 | 1,32% | 1,99 CHF | 2,00 CHF | 50 000 | 50 000 | 34 278 | 29 881 | 66 110 CHF | 58 384 CHF | 97,40% | 97,40% |
02/08/2024 | 1,14% | 1,98 CHF | 1,99 CHF | 50 000 | 50 000 | 35 161 | 29 631 | 75 515 CHF | 63 941 CHF | 81,44% | 81,44% |
30/07/2024 | 1,17% | 1,91 CHF | 1,92 CHF | 50 000 | 50 000 | 34 272 | 28 731 | 75 208 CHF | 63 596 CHF | 98,01% | 98,01% |