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 | 0,36% | 2,78 CHF | 2,79 CHF | 20 000 | 20 000 | 20 000 | 8 721 | 55 453 CHF | 24 328 CHF | 97,00% | 97,00% |
14/08/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 20 000 | 20 000 | 20 000 | 9 487 | 53 799 CHF | 25 607 CHF | 77,06% | 77,06% |
13/08/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 20 000 | 20 000 | 20 000 | 9 393 | 52 130 CHF | 24 688 CHF | 88,08% | 88,08% |
12/08/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 20 000 | 20 000 | 20 000 | 9 105 | 51 652 CHF | 23 530 CHF | 94,28% | 94,28% |
09/08/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 20 000 | 20 000 | 20 996 | 9 083 | 53 086 CHF | 23 040 CHF | 94,61% | 94,61% |
08/08/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 30 000 | 20 000 | 28 421 | 9 029 | 69 143 CHF | 22 320 CHF | 95,87% | 95,87% |
07/08/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 20 000 | 20 000 | 21 964 | 8 956 | 55 744 CHF | 23 023 CHF | 98,84% | 98,84% |
06/08/2024 | 0,41% | 2,48 CHF | 2,49 CHF | 30 000 | 20 000 | 30 000 | 8 940 | 72 563 CHF | 21 807 CHF | 98,26% | 98,26% |
02/08/2024 | 0,38% | 2,55 CHF | 2,56 CHF | 20 000 | 20 000 | 20 000 | 8 950 | 52 498 CHF | 23 402 CHF | 97,35% | 97,35% |
30/07/2024 | 0,33% | 2,91 CHF | 2,92 CHF | 20 000 | 20 000 | 20 000 | 8 933 | 59 741 CHF | 26 745 CHF | 98,47% | 98,47% |