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 | 3,36% | 0,87 CHF | 0,90 CHF | 25 000 | 25 000 | 24 737 | 24 737 | 22 036 CHF | 22 784 CHF | 99,18% | 99,18% |
14/08/2024 | 3,38% | 0,89 CHF | 0,92 CHF | 25 000 | 25 000 | 24 633 | 24 633 | 21 911 CHF | 22 658 CHF | 98,48% | 98,48% |
13/08/2024 | 3,32% | 0,89 CHF | 0,92 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 22 198 CHF | 22 948 CHF | 96,31% | 96,31% |
12/08/2024 | 2,92% | 0,87 CHF | 0,90 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 888 CHF | 22 537 CHF | 100,00% | 100,00% |
09/08/2024 | 3,30% | 0,89 CHF | 0,92 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 22 366 CHF | 23 116 CHF | 100,00% | 100,00% |
08/08/2024 | 3,17% | 0,91 CHF | 0,94 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 23 308 CHF | 24 058 CHF | 94,33% | 94,33% |
07/08/2024 | 3,30% | 0,87 CHF | 0,90 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 22 347 CHF | 23 097 CHF | 100,00% | 100,00% |
06/08/2024 | 3,96% | 0,91 CHF | 0,94 CHF | 25 000 | 25 000 | 19 878 | 19 878 | 18 375 CHF | 19 059 CHF | 99,25% | 99,25% |
02/08/2024 | 8,54% | 0,85 CHF | 0,92 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 3 930 CHF | 4 280 CHF | 99,11% | 99,11% |
31/07/2024 | 4,22% | 0,73 CHF | 0,76 CHF | 25 000 | 25 000 | 23 730 | 23 730 | 17 931 CHF | 18 689 CHF | 30,67% | 30,67% |