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 | 1,23% | 2,19 CHF | 2,22 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 97 353 CHF | 98 553 CHF | 99,69% | 99,69% |
14/08/2024 | 1,08% | 2,84 CHF | 2,87 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 110 112 CHF | 111 312 CHF | 99,00% | 99,00% |
13/08/2024 | 1,05% | 2,75 CHF | 2,78 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 113 183 CHF | 114 383 CHF | 99,81% | 99,81% |
12/08/2024 | 0,94% | 3,10 CHF | 3,13 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 127 064 CHF | 128 264 CHF | 99,19% | 99,19% |
09/08/2024 | 0,89% | 3,41 CHF | 3,44 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 134 213 CHF | 135 413 CHF | 99,94% | 99,94% |
08/08/2024 | 0,87% | 3,29 CHF | 3,32 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 137 768 CHF | 138 968 CHF | 98,78% | 98,78% |
07/08/2024 | 0,91% | 3,16 CHF | 3,19 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 130 814 CHF | 132 014 CHF | 98,78% | 98,78% |
06/08/2024 | 0,69% | 4,17 CHF | 4,20 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 173 049 CHF | 174 249 CHF | 96,65% | 96,65% |
02/08/2024 | 0,92% | 3,68 CHF | 3,71 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 130 315 CHF | 131 515 CHF | 82,88% | 82,88% |
30/07/2024 | 1,66% | 1,89 CHF | 1,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 552 CHF | 91 052 CHF | 99,60% | 99,60% |