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 | 0,33% | 3,07 CHF | 3,08 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 61 150 CHF | 61 350 CHF | 100,00% | 100,00% |
14/08/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 60 565 CHF | 60 765 CHF | 100,00% | 100,00% |
13/08/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 59 267 CHF | 59 467 CHF | 98,95% | 98,95% |
12/08/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 59 637 CHF | 59 837 CHF | 98,73% | 98,73% |
09/08/2024 | 0,35% | 2,91 CHF | 2,92 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 57 793 CHF | 57 993 CHF | 99,94% | 99,94% |
08/08/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 56 530 CHF | 56 730 CHF | 100,00% | 100,00% |
07/08/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 57 751 CHF | 57 951 CHF | 99,43% | 99,43% |
06/08/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 55 583 CHF | 55 783 CHF | 99,40% | 99,40% |
02/08/2024 | 0,34% | 2,90 CHF | 2,91 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 58 749 CHF | 58 949 CHF | 99,77% | 99,77% |
31/07/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 61 544 CHF | 61 744 CHF | 32,12% | 32,12% |