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 | 0,35% | 2,92 CHF | 2,93 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 84 885 CHF | 85 185 CHF | 99,99% | 99,99% |
14/08/2024 | 0,38% | 2,71 CHF | 2,72 CHF | 30 000 | 30 000 | 30 868 | 30 868 | 81 884 CHF | 82 192 CHF | 99,26% | 99,26% |
13/08/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 101 744 CHF | 102 144 CHF | 100,00% | 100,00% |
12/08/2024 | 0,38% | 2,55 CHF | 2,56 CHF | 40 000 | 40 000 | 39 997 | 39 997 | 104 095 CHF | 104 495 CHF | 98,82% | 98,82% |
09/08/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 99 700 CHF | 100 100 CHF | 99,94% | 99,94% |
08/08/2024 | 0,43% | 2,43 CHF | 2,44 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 93 633 CHF | 94 033 CHF | 99,92% | 99,92% |
07/08/2024 | 0,43% | 2,43 CHF | 2,44 CHF | 40 000 | 40 000 | 39 998 | 39 998 | 93 902 CHF | 94 302 CHF | 99,97% | 99,97% |
06/08/2024 | 0,45% | 2,17 CHF | 2,18 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 88 797 CHF | 89 197 CHF | 99,73% | 99,73% |
02/08/2024 | 0,39% | 2,47 CHF | 2,48 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 102 181 CHF | 102 581 CHF | 98,27% | 98,27% |
31/07/2024 | 0,33% | 2,98 CHF | 2,99 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 89 429 CHF | 89 729 CHF | 36,57% | 36,57% |