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 | 1,43% | 2,42 CHF | 2,45 CHF | 30 000 | 20 000 | 30 000 | 19 651 | 70 009 CHF | 46 500 CHF | 97,10% | 97,10% |
14/08/2024 | 1,59% | 2,36 CHF | 2,39 CHF | 30 000 | 20 000 | 25 034 | 17 517 | 55 856 CHF | 39 693 CHF | 49,73% | 49,73% |
13/08/2024 | 1,85% | 2,25 CHF | 2,29 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 22 410 CHF | 22 829 CHF | 73,35% | 73,35% |
12/08/2024 | 1,55% | 2,08 CHF | 2,11 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 61 991 CHF | 41 972 CHF | 99,15% | 99,15% |
09/08/2024 | 1,60% | 2,03 CHF | 2,06 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 60 936 CHF | 41 281 CHF | 99,86% | 99,86% |
08/08/2024 | 1,70% | 1,92 CHF | 1,95 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 56 740 CHF | 38 474 CHF | 74,33% | 74,33% |
07/08/2024 | 2,05% | 2,02 CHF | 2,05 CHF | 30 000 | 20 000 | 10 757 | 10 379 | 21 169 CHF | 20 823 CHF | 97,63% | 97,63% |
06/08/2024 | 2,27% | 1,72 CHF | 1,75 CHF | 30 000 | 20 000 | 32 249 | 15 164 | 54 305 CHF | 26 169 CHF | 90,99% | 90,99% |
02/08/2024 | 4,28% | 1,67 CHF | 1,75 CHF | 30 000 | 5 000 | 30 000 | 5 000 | 53 157 CHF | 9 247 CHF | 66,19% | 66,19% |
31/07/2024 | 1,70% | 2,05 CHF | 2,08 CHF | 30 000 | 20 000 | 30 000 | 17 827 | 61 453 CHF | 37 116 CHF | 24,69% | 24,69% |