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 | 2,53% | 0,42 CHF | 0,43 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 39 039 CHF | 40 039 CHF | 100,00% | 100,00% |
14/08/2024 | 2,73% | 0,35 CHF | 0,36 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 36 199 CHF | 37 199 CHF | 99,26% | 99,26% |
13/08/2024 | 3,13% | 0,34 CHF | 0,35 CHF | 100 000 | 100 000 | 102 444 | 102 444 | 32 199 CHF | 33 224 CHF | 99,93% | 99,93% |
12/08/2024 | 2,77% | 0,34 CHF | 0,35 CHF | 100 000 | 100 000 | 99 999 | 99 999 | 35 569 CHF | 36 569 CHF | 99,32% | 99,32% |
09/08/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 37 926 CHF | 38 926 CHF | 99,99% | 99,99% |
08/08/2024 | 3,35% | 0,34 CHF | 0,35 CHF | 100 000 | 100 000 | 108 378 | 108 378 | 31 945 CHF | 33 029 CHF | 99,93% | 99,93% |
07/08/2024 | 2,99% | 0,37 CHF | 0,38 CHF | 100 000 | 100 000 | 105 196 | 105 196 | 34 662 CHF | 35 714 CHF | 99,97% | 99,97% |
06/08/2024 | 3,70% | 0,28 CHF | 0,29 CHF | 110 000 | 110 000 | 109 975 | 109 975 | 29 239 CHF | 30 339 CHF | 99,95% | 99,95% |
02/08/2024 | 2,46% | 0,34 CHF | 0,35 CHF | 100 000 | 100 000 | 91 715 | 91 715 | 36 875 CHF | 37 793 CHF | 99,80% | 99,80% |
31/07/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 44 402 CHF | 45 302 CHF | 39,24% | 39,24% |