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 | 0,42% | 2,92 CHF | 2,93 CHF | 25 000 | 25 000 | 24 843 | 24 738 | 71 142 CHF | 71 139 CHF | 99,20% | 99,20% |
14/08/2024 | 0,45% | 2,76 CHF | 2,78 CHF | 25 000 | 25 000 | 24 738 | 24 637 | 68 674 CHF | 68 701 CHF | 98,62% | 98,62% |
13/08/2024 | 0,45% | 2,70 CHF | 2,71 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 66 047 CHF | 66 342 CHF | 97,08% | 97,08% |
12/08/2024 | 0,43% | 2,72 CHF | 2,73 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 68 655 CHF | 68 949 CHF | 100,00% | 100,00% |
09/08/2024 | 0,43% | 2,77 CHF | 2,79 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 68 998 CHF | 69 292 CHF | 99,47% | 99,47% |
08/08/2024 | 0,48% | 2,66 CHF | 2,68 CHF | 25 000 | 25 000 | 27 210 | 25 000 | 68 885 CHF | 63 703 CHF | 97,33% | 97,33% |
07/08/2024 | 0,46% | 2,73 CHF | 2,74 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 710 CHF | 66 010 CHF | 99,98% | 99,98% |
06/08/2024 | 0,69% | 2,47 CHF | 2,48 CHF | 30 000 | 25 000 | 30 000 | 18 821 | 71 789 CHF | 45 386 CHF | 98,36% | 98,36% |
02/08/2024 | 1,34% | 2,62 CHF | 2,66 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 56 216 CHF | 21 366 CHF | 98,32% | 98,32% |
31/07/2024 | 0,44% | 3,07 CHF | 3,08 CHF | 25 000 | 25 000 | 24 222 | 24 059 | 73 932 CHF | 73 742 CHF | 29,93% | 29,93% |