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 | 2,98% | 0,36 CHF | 0,37 CHF | 60 000 | 60 000 | 33 037 | 33 037 | 11 536 CHF | 11 867 CHF | 99,89% | 99,89% |
14/08/2024 | 2,87% | 0,39 CHF | 0,40 CHF | 60 000 | 60 000 | 32 927 | 32 927 | 11 946 CHF | 12 278 CHF | 99,13% | 99,13% |
13/08/2024 | 2,62% | 0,34 CHF | 0,35 CHF | 60 000 | 60 000 | 23 097 | 23 097 | 8 531 CHF | 8 762 CHF | 99,51% | 99,51% |
12/08/2024 | 1,87% | 0,42 CHF | 0,43 CHF | 60 000 | 60 000 | 28 012 | 28 012 | 14 749 CHF | 15 032 CHF | 98,38% | 98,38% |
09/08/2024 | 1,58% | 0,65 CHF | 0,66 CHF | 65 000 | 65 000 | 35 570 | 35 570 | 22 984 CHF | 23 340 CHF | 98,38% | 98,38% |
08/08/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 65 000 | 65 000 | 37 218 | 37 218 | 26 213 CHF | 26 586 CHF | 99,95% | 99,95% |
07/08/2024 | 1,62% | 0,66 CHF | 0,67 CHF | 65 000 | 65 000 | 36 024 | 36 024 | 22 675 CHF | 23 036 CHF | 99,08% | 99,08% |
06/08/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 70 000 | 70 000 | 37 130 | 37 130 | 24 511 CHF | 24 883 CHF | 99,98% | 99,98% |
02/08/2024 | 2,13% | 0,61 CHF | 0,62 CHF | 65 000 | 65 000 | 33 383 | 33 383 | 16 243 CHF | 16 578 CHF | 99,92% | 99,92% |
30/07/2024 | 1,84% | 0,56 CHF | 0,57 CHF | 65 000 | 65 000 | 35 178 | 35 178 | 19 218 CHF | 19 571 CHF | 99,89% | 99,89% |