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 | 2,29% | 0,48 CHF | 0,49 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 25 945 CHF | 26 545 CHF | 99,98% | 99,98% |
14/08/2024 | 2,68% | 0,39 CHF | 0,40 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 22 131 CHF | 22 731 CHF | 99,26% | 99,26% |
13/08/2024 | 2,91% | 0,34 CHF | 0,35 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 20 334 CHF | 20 934 CHF | 100,00% | 100,00% |
12/08/2024 | 2,70% | 0,35 CHF | 0,36 CHF | 60 000 | 60 000 | 59 996 | 59 996 | 21 914 CHF | 22 514 CHF | 99,58% | 99,58% |
09/08/2024 | 2,92% | 0,34 CHF | 0,35 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 20 231 CHF | 20 831 CHF | 99,95% | 99,95% |
08/08/2024 | 3,46% | 0,32 CHF | 0,33 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 17 116 CHF | 17 716 CHF | 99,88% | 99,88% |
07/08/2024 | 3,54% | 0,30 CHF | 0,31 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 16 662 CHF | 17 262 CHF | 99,98% | 99,98% |
06/08/2024 | 3,74% | 0,24 CHF | 0,25 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 15 782 CHF | 16 382 CHF | 99,81% | 99,81% |
02/08/2024 | 2,68% | 0,35 CHF | 0,36 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 22 103 CHF | 22 703 CHF | 99,82% | 99,82% |
31/07/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 32 503 CHF | 33 103 CHF | 36,80% | 36,80% |