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 | 0,34% | 2,94 CHF | 2,95 CHF | 20 000 | 20 000 | 20 000 | 8 714 | 58 580 CHF | 25 672 CHF | 96,97% | 96,97% |
14/08/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 20 000 | 20 000 | 20 000 | 9 493 | 56 908 CHF | 27 098 CHF | 77,14% | 77,14% |
13/08/2024 | 0,36% | 2,82 CHF | 2,83 CHF | 20 000 | 20 000 | 20 000 | 9 386 | 55 249 CHF | 26 133 CHF | 88,09% | 88,09% |
12/08/2024 | 0,36% | 2,74 CHF | 2,75 CHF | 20 000 | 20 000 | 20 000 | 9 100 | 54 779 CHF | 24 940 CHF | 94,21% | 94,21% |
09/08/2024 | 0,37% | 2,68 CHF | 2,69 CHF | 20 000 | 20 000 | 20 000 | 9 087 | 53 715 CHF | 24 461 CHF | 94,71% | 94,71% |
08/08/2024 | 0,39% | 2,65 CHF | 2,66 CHF | 20 000 | 20 000 | 20 000 | 9 031 | 51 843 CHF | 23 724 CHF | 95,83% | 95,83% |
07/08/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 20 000 | 20 000 | 20 000 | 8 959 | 53 984 CHF | 24 419 CHF | 98,84% | 98,84% |
06/08/2024 | 0,39% | 2,63 CHF | 2,64 CHF | 20 000 | 20 000 | 20 000 | 8 938 | 51 444 CHF | 23 172 CHF | 98,23% | 98,23% |
02/08/2024 | 0,36% | 2,71 CHF | 2,72 CHF | 20 000 | 20 000 | 20 000 | 8 955 | 55 617 CHF | 24 807 CHF | 97,48% | 97,48% |
30/07/2024 | 0,32% | 3,07 CHF | 3,08 CHF | 20 000 | 20 000 | 20 000 | 8 932 | 62 920 CHF | 28 161 CHF | 98,43% | 98,43% |