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 | 11,49% | 2,49 CHF | 2,65 CHF | 25 000 | 25 000 | 20 015 | 20 015 | 49 245 CHF | 54 827 CHF | 99,25% | 99,25% |
14/08/2024 | 12,03% | 2,34 CHF | 2,47 CHF | 25 000 | 25 000 | 19 890 | 19 890 | 41 250 CHF | 46 096 CHF | 85,03% | 85,03% |
13/08/2024 | 11,80% | 1,98 CHF | 2,10 CHF | 50 000 | 50 000 | 25 844 | 25 844 | 46 498 CHF | 51 377 CHF | 94,28% | 94,28% |
12/08/2024 | 12,27% | 1,82 CHF | 1,94 CHF | 50 000 | 50 000 | 25 385 | 25 385 | 43 910 CHF | 48 817 CHF | 99,10% | 99,10% |
09/08/2024 | 12,55% | 1,71 CHF | 1,83 CHF | 50 000 | 50 000 | 25 341 | 25 341 | 41 657 CHF | 46 391 CHF | 99,57% | 99,57% |
08/08/2024 | 12,72% | 1,60 CHF | 1,70 CHF | 50 000 | 50 000 | 29 978 | 29 978 | 42 075 CHF | 46 959 CHF | 95,88% | 95,88% |
07/08/2024 | 11,83% | 1,68 CHF | 1,77 CHF | 50 000 | 50 000 | 29 802 | 29 802 | 43 755 CHF | 48 522 CHF | 99,57% | 99,57% |
06/08/2024 | 12,37% | 1,24 CHF | 1,33 CHF | 75 000 | 75 000 | 35 303 | 35 303 | 42 708 CHF | 47 389 CHF | 97,65% | 97,65% |
02/08/2024 | 14,04% | 1,36 CHF | 1,47 CHF | 50 000 | 50 000 | 25 184 | 25 184 | 36 915 CHF | 41 702 CHF | 95,78% | 95,78% |
30/07/2024 | 11,94% | 1,76 CHF | 1,88 CHF | 50 000 | 50 000 | 25 280 | 25 280 | 46 209 CHF | 51 157 CHF | 98,97% | 98,97% |