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 | 0,99% | 2,84 CHF | 2,86 CHF | 25 000 | 25 000 | 24 894 | 24 894 | 68 160 CHF | 68 837 CHF | 95,78% | 95,78% |
14/08/2024 | 0,99% | 2,66 CHF | 2,68 CHF | 25 000 | 25 000 | 24 836 | 24 836 | 65 547 CHF | 66 194 CHF | 98,83% | 98,83% |
13/08/2024 | 1,04% | 2,50 CHF | 2,53 CHF | 25 000 | 25 000 | 28 694 | 25 000 | 70 934 CHF | 62 497 CHF | 97,08% | 97,08% |
12/08/2024 | 0,98% | 2,47 CHF | 2,50 CHF | 30 000 | 25 000 | 26 812 | 25 000 | 67 048 CHF | 63 163 CHF | 99,99% | 99,99% |
09/08/2024 | 1,44% | 2,47 CHF | 2,51 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 31 256 CHF | 31 710 CHF | 100,00% | 100,00% |
08/08/2024 | 1,18% | 2,47 CHF | 2,50 CHF | 30 000 | 25 000 | 25 645 | 21 910 | 61 614 CHF | 53 255 CHF | 97,83% | 97,83% |
07/08/2024 | 1,03% | 2,60 CHF | 2,63 CHF | 25 000 | 25 000 | 25 619 | 25 000 | 65 163 CHF | 64 294 CHF | 99,64% | 99,64% |
06/08/2024 | 1,32% | 2,40 CHF | 2,42 CHF | 30 000 | 25 000 | 30 000 | 23 104 | 70 075 CHF | 54 696 CHF | 94,28% | 94,28% |
02/08/2024 | 2,91% | 2,40 CHF | 2,48 CHF | 3 750 | 3 750 | 3 750 | 3 750 | 9 325 CHF | 9 600 CHF | 92,06% | 92,06% |
30/07/2024 | 0,99% | 2,84 CHF | 2,86 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 72 284 CHF | 73 006 CHF | 97,61% | 97,61% |