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 | 2,14% | 4,14 CHF | 4,19 CHF | 50 000 | 50 000 | 26 599 | 18 799 | 109 817 CHF | 79 038 CHF | 98,02% | 98,02% |
14/08/2024 | 1,76% | 3,89 CHF | 3,94 CHF | 30 000 | 30 000 | 24 907 | 17 776 | 103 352 CHF | 73 100 CHF | 40,46% | 40,46% |
13/08/2024 | 1,97% | 4,52 CHF | 4,57 CHF | 50 000 | 50 000 | 26 889 | 19 185 | 119 799 CHF | 86 993 CHF | 94,28% | 94,28% |
12/08/2024 | 1,96% | 4,50 CHF | 4,55 CHF | 30 000 | 30 000 | 22 183 | 11 239 | 99 827 CHF | 51 494 CHF | 99,13% | 99,13% |
09/08/2024 | 2,07% | 4,11 CHF | 4,16 CHF | 50 000 | 50 000 | 26 473 | 18 630 | 111 836 CHF | 79 577 CHF | 99,44% | 99,44% |
08/08/2024 | 2,16% | 4,37 CHF | 4,42 CHF | 50 000 | 50 000 | 26 726 | 18 968 | 111 211 CHF | 81 295 CHF | 95,02% | 95,02% |
07/08/2024 | 1,23% | 4,29 CHF | 4,32 CHF | 50 000 | 50 000 | 27 768 | 20 357 | 118 459 CHF | 88 074 CHF | 83,03% | 83,03% |
06/08/2024 | 1,33% | 3,99 CHF | 4,02 CHF | 50 000 | 50 000 | 25 350 | 17 133 | 101 662 CHF | 68 767 CHF | 93,60% | 93,60% |
02/08/2024 | 1,74% | 4,79 CHF | 4,84 CHF | 30 000 | 30 000 | 15 348 | 11 159 | 76 644 CHF | 56 208 CHF | 97,83% | 97,83% |
30/07/2024 | 1,61% | 5,40 CHF | 5,45 CHF | 30 000 | 30 000 | 14 299 | 11 159 | 78 732 CHF | 62 273 CHF | 99,02% | 99,02% |