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 | 0,41% | 3,06 CHF | 3,08 CHF | 25 000 | 25 000 | 24 842 | 24 737 | 74 750 CHF | 74 741 CHF | 99,00% | 99,00% |
14/08/2024 | 0,42% | 2,91 CHF | 2,92 CHF | 25 000 | 25 000 | 24 738 | 24 637 | 72 291 CHF | 72 300 CHF | 98,67% | 98,67% |
13/08/2024 | 0,46% | 2,85 CHF | 2,86 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 69 682 CHF | 70 000 CHF | 96,93% | 96,93% |
12/08/2024 | 0,42% | 2,86 CHF | 2,87 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 72 282 CHF | 72 584 CHF | 100,00% | 100,00% |
09/08/2024 | 0,42% | 2,92 CHF | 2,93 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 72 652 CHF | 72 956 CHF | 98,95% | 98,95% |
08/08/2024 | 0,44% | 2,81 CHF | 2,82 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 67 062 CHF | 67 361 CHF | 97,46% | 97,46% |
07/08/2024 | 0,39% | 2,87 CHF | 2,89 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 69 358 CHF | 69 627 CHF | 99,72% | 99,72% |
06/08/2024 | 0,65% | 2,61 CHF | 2,62 CHF | 25 000 | 25 000 | 24 661 | 18 823 | 62 499 CHF | 48 130 CHF | 98,59% | 98,59% |
02/08/2024 | 1,27% | 2,77 CHF | 2,80 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 59 123 CHF | 22 455 CHF | 98,48% | 98,48% |
31/07/2024 | 0,41% | 3,21 CHF | 3,23 CHF | 25 000 | 25 000 | 24 223 | 24 060 | 77 463 CHF | 77 246 CHF | 29,96% | 29,96% |