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 | 4,57% | 0,62 CHF | 0,65 CHF | 25 000 | 25 000 | 24 895 | 24 895 | 15 170 CHF | 15 877 CHF | 99,19% | 99,19% |
14/08/2024 | 4,84% | 0,60 CHF | 0,63 CHF | 25 000 | 25 000 | 24 791 | 24 791 | 15 076 CHF | 15 820 CHF | 98,68% | 98,68% |
13/08/2024 | 4,30% | 0,62 CHF | 0,65 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 877 CHF | 16 574 CHF | 96,64% | 96,64% |
12/08/2024 | 4,23% | 0,63 CHF | 0,66 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 997 CHF | 16 688 CHF | 100,00% | 100,00% |
09/08/2024 | 4,07% | 0,64 CHF | 0,66 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 16 542 CHF | 17 229 CHF | 100,00% | 100,00% |
08/08/2024 | 3,67% | 0,68 CHF | 0,70 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 17 475 CHF | 18 127 CHF | 97,78% | 97,78% |
07/08/2024 | 3,88% | 0,68 CHF | 0,70 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 17 304 CHF | 17 988 CHF | 100,00% | 100,00% |
06/08/2024 | 4,95% | 0,72 CHF | 0,75 CHF | 25 000 | 25 000 | 22 948 | 22 948 | 16 604 CHF | 17 405 CHF | 99,35% | 99,35% |
02/08/2024 | 13,02% | 0,63 CHF | 0,72 CHF | 7 500 | 7 500 | 7 500 | 7 500 | 4 691 CHF | 5 344 CHF | 99,12% | 99,12% |
31/07/2024 | 4,94% | 0,57 CHF | 0,59 CHF | 25 000 | 25 000 | 24 145 | 24 145 | 13 659 CHF | 14 334 CHF | 24,34% | 24,34% |