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 | 3,43% | 0,94 CHF | 0,97 CHF | 50 995 | 20 000 | 50 803 | 19 644 | 46 350 CHF | 18 550 CHF | 95,09% | 95,09% |
14/08/2024 | 3,52% | 0,96 CHF | 0,99 CHF | 48 966 | 20 000 | 50 229 | 19 475 | 44 437 CHF | 17 843 CHF | 98,48% | 98,48% |
13/08/2024 | 4,11% | 0,77 CHF | 0,80 CHF | 52 916 | 20 000 | 53 905 | 20 000 | 39 559 CHF | 15 302 CHF | 96,93% | 96,93% |
12/08/2024 | 4,27% | 0,68 CHF | 0,71 CHF | 55 635 | 20 000 | 55 104 | 20 000 | 38 613 CHF | 14 628 CHF | 100,00% | 100,00% |
09/08/2024 | 4,37% | 0,71 CHF | 0,74 CHF | 54 908 | 20 000 | 56 122 | 20 000 | 38 097 CHF | 14 188 CHF | 100,00% | 100,00% |
08/08/2024 | 4,75% | 0,63 CHF | 0,66 CHF | 58 660 | 20 000 | 58 787 | 20 000 | 36 822 CHF | 13 137 CHF | 97,96% | 97,96% |
07/08/2024 | 4,40% | 0,67 CHF | 0,70 CHF | 57 287 | 20 000 | 57 310 | 20 000 | 38 590 CHF | 14 074 CHF | 100,00% | 100,00% |
06/08/2024 | 5,96% | 0,63 CHF | 0,66 CHF | 58 442 | 20 000 | 58 876 | 15 879 | 36 591 CHF | 10 423 CHF | 98,69% | 98,69% |
02/08/2024 | 9,94% | 0,65 CHF | 0,72 CHF | 58 683 | 5 000 | 57 056 | 5 000 | 39 674 CHF | 3 843 CHF | 98,61% | 98,61% |
31/07/2024 | 3,85% | 0,88 CHF | 0,91 CHF | 53 331 | 20 000 | 53 890 | 18 221 | 45 801 CHF | 16 118 CHF | 30,67% | 30,67% |