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 | 1,76% | 2,04 CHF | 2,07 CHF | 30 000 | 20 000 | 30 000 | 19 651 | 58 735 CHF | 39 137 CHF | 97,10% | 97,10% |
14/08/2024 | 1,89% | 1,98 CHF | 2,01 CHF | 30 000 | 20 000 | 25 034 | 17 517 | 46 514 CHF | 33 153 CHF | 49,73% | 49,73% |
13/08/2024 | 2,24% | 1,88 CHF | 1,92 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 18 685 CHF | 19 108 CHF | 73,34% | 73,34% |
12/08/2024 | 1,89% | 1,72 CHF | 1,75 CHF | 30 000 | 20 000 | 30 087 | 20 000 | 51 420 CHF | 34 835 CHF | 99,22% | 99,22% |
09/08/2024 | 1,89% | 1,68 CHF | 1,71 CHF | 30 000 | 20 000 | 32 676 | 20 000 | 54 745 CHF | 34 188 CHF | 99,91% | 99,91% |
08/08/2024 | 2,08% | 1,57 CHF | 1,60 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 61 584 CHF | 31 439 CHF | 74,32% | 74,32% |
07/08/2024 | 2,49% | 1,66 CHF | 1,70 CHF | 40 000 | 20 000 | 10 909 | 10 379 | 17 615 CHF | 17 149 CHF | 97,63% | 97,63% |
06/08/2024 | 2,83% | 1,38 CHF | 1,41 CHF | 40 000 | 20 000 | 40 000 | 15 254 | 53 942 CHF | 21 170 CHF | 92,20% | 92,20% |
02/08/2024 | 5,26% | 1,33 CHF | 1,41 CHF | 40 000 | 5 000 | 40 000 | 5 000 | 57 346 CHF | 7 555 CHF | 74,49% | 74,49% |
31/07/2024 | 2,15% | 1,69 CHF | 1,72 CHF | 30 000 | 20 000 | 30 000 | 17 827 | 50 633 CHF | 30 717 CHF | 24,69% | 24,69% |