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 | 0,61% | 2,11 CHF | 2,13 CHF | 30 000 | 25 000 | 30 000 | 24 738 | 61 785 CHF | 51 257 CHF | 99,19% | 99,19% |
14/08/2024 | 0,62% | 1,96 CHF | 1,97 CHF | 30 000 | 25 000 | 30 000 | 24 637 | 59 209 CHF | 48 927 CHF | 98,67% | 98,67% |
13/08/2024 | 0,67% | 1,90 CHF | 1,91 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 55 164 CHF | 46 278 CHF | 96,83% | 96,83% |
12/08/2024 | 0,61% | 1,91 CHF | 1,93 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 58 301 CHF | 48 883 CHF | 100,00% | 100,00% |
09/08/2024 | 0,60% | 1,97 CHF | 1,98 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 58 741 CHF | 49 247 CHF | 99,94% | 99,94% |
08/08/2024 | 0,67% | 1,86 CHF | 1,87 CHF | 30 000 | 25 000 | 30 169 | 25 000 | 52 310 CHF | 43 650 CHF | 97,17% | 97,17% |
07/08/2024 | 0,58% | 1,93 CHF | 1,94 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 54 794 CHF | 45 929 CHF | 99,99% | 99,99% |
06/08/2024 | 1,05% | 1,66 CHF | 1,68 CHF | 40 000 | 25 000 | 39 599 | 18 815 | 62 936 CHF | 30 273 CHF | 98,31% | 98,31% |
02/08/2024 | 1,89% | 1,82 CHF | 1,86 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 60 260 CHF | 15 352 CHF | 98,45% | 98,45% |
31/07/2024 | 0,58% | 2,27 CHF | 2,28 CHF | 30 000 | 25 000 | 30 000 | 24 065 | 67 551 CHF | 54 456 CHF | 30,12% | 30,12% |