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 | 5,85% | 3,90 CHF | 4,02 CHF | 50 000 | 50 000 | 25 364 | 25 364 | 98 944 CHF | 103 968 CHF | 99,29% | 99,29% |
14/08/2024 | 6,07% | 3,75 CHF | 3,87 CHF | 50 000 | 50 000 | 25 502 | 25 502 | 91 067 CHF | 95 791 CHF | 85,03% | 85,03% |
13/08/2024 | 5,92% | 3,45 CHF | 3,56 CHF | 50 000 | 50 000 | 29 778 | 29 778 | 97 557 CHF | 102 803 CHF | 91,72% | 91,72% |
12/08/2024 | 6,15% | 3,31 CHF | 3,42 CHF | 50 000 | 50 000 | 28 780 | 28 780 | 92 777 CHF | 97 953 CHF | 99,12% | 99,12% |
09/08/2024 | 6,29% | 3,19 CHF | 3,30 CHF | 50 000 | 50 000 | 28 750 | 28 750 | 89 961 CHF | 95 087 CHF | 99,60% | 99,60% |
08/08/2024 | 6,44% | 3,08 CHF | 3,18 CHF | 50 000 | 50 000 | 29 955 | 29 955 | 85 911 CHF | 90 930 CHF | 96,10% | 96,10% |
07/08/2024 | 6,22% | 3,16 CHF | 3,26 CHF | 50 000 | 50 000 | 29 825 | 29 825 | 87 566 CHF | 92 543 CHF | 99,40% | 99,40% |
06/08/2024 | 6,42% | 2,68 CHF | 2,77 CHF | 50 000 | 50 000 | 29 870 | 29 870 | 78 694 CHF | 83 393 CHF | 97,92% | 97,92% |
02/08/2024 | 6,65% | 2,80 CHF | 2,91 CHF | 50 000 | 50 000 | 28 657 | 28 657 | 83 578 CHF | 88 646 CHF | 96,07% | 96,07% |
30/07/2024 | 6,06% | 3,21 CHF | 3,31 CHF | 50 000 | 50 000 | 28 693 | 28 693 | 93 764 CHF | 98 897 CHF | 98,98% | 98,98% |