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 | 4,20% | 0,20 CHF | 0,23 CHF | 98 000 | 98 000 | 98 000 | 98 000 | 22 879 CHF | 23 859 CHF | 68,23% | 100,00% |
14/08/2024 | 3,70% | 0,27 CHF | 0,28 CHF | 100 000 | 100 000 | 99 120 | 99 120 | 26 306 CHF | 27 297 CHF | 99,27% | 99,27% |
13/08/2024 | 2,98% | 0,30 CHF | 0,31 CHF | 100 000 | 100 000 | 100 489 | 100 489 | 33 283 CHF | 34 288 CHF | 100,00% | 100,00% |
12/08/2024 | 3,50% | 0,30 CHF | 0,31 CHF | 100 000 | 100 000 | 99 988 | 99 988 | 28 126 CHF | 29 126 CHF | 99,32% | 99,32% |
09/08/2024 | 3,56% | 0,27 CHF | 0,28 CHF | 100 000 | 100 000 | 99 889 | 99 889 | 27 561 CHF | 28 560 CHF | 100,00% | 100,00% |
08/08/2024 | 2,57% | 0,32 CHF | 0,33 CHF | 100 000 | 100 000 | 101 751 | 101 751 | 39 423 CHF | 40 441 CHF | 99,98% | 99,98% |
07/08/2024 | 2,90% | 0,29 CHF | 0,30 CHF | 100 000 | 100 000 | 101 039 | 101 039 | 34 460 CHF | 35 470 CHF | 99,98% | 99,98% |
06/08/2024 | 2,17% | 0,42 CHF | 0,43 CHF | 104 000 | 104 000 | 104 089 | 104 089 | 47 554 CHF | 48 595 CHF | 99,94% | 99,94% |
02/08/2024 | 3,97% | 0,34 CHF | 0,35 CHF | 100 000 | 100 000 | 98 390 | 98 390 | 24 608 CHF | 25 592 CHF | 99,93% | 99,93% |
31/07/2024 | 7,13% | 0,13 CHF | 0,14 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 13 124 CHF | 14 084 CHF | 39,27% | 39,27% |