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 | 0,61% | 3,18 CHF | 3,20 CHF | 20 000 | 5 000 | 20 000 | 4 974 | 64 198 CHF | 16 061 CHF | 98,81% | 98,81% |
14/08/2024 | 0,61% | 3,19 CHF | 3,21 CHF | 20 000 | 5 000 | 20 000 | 4 948 | 61 158 CHF | 15 225 CHF | 98,68% | 98,68% |
13/08/2024 | 0,62% | 2,96 CHF | 2,97 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 58 000 CHF | 21 886 CHF | 97,08% | 97,08% |
12/08/2024 | 0,61% | 2,88 CHF | 2,90 CHF | 20 000 | 7 500 | 19 941 | 7 486 | 57 163 CHF | 21 593 CHF | 100,00% | 100,00% |
09/08/2024 | 0,57% | 2,91 CHF | 2,93 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 56 986 CHF | 21 493 CHF | 100,00% | 100,00% |
08/08/2024 | 0,65% | 2,75 CHF | 2,77 CHF | 20 000 | 7 500 | 21 680 | 7 500 | 56 425 CHF | 19 735 CHF | 97,65% | 97,65% |
07/08/2024 | 0,60% | 2,91 CHF | 2,94 CHF | 3 750 | 3 750 | 19 403 | 7 362 | 56 834 CHF | 21 691 CHF | 97,72% | 97,72% |
06/08/2024 | 0,94% | 2,63 CHF | 2,65 CHF | 20 000 | 7 500 | 20 000 | 5 417 | 53 500 CHF | 14 537 CHF | 97,83% | 97,83% |
02/08/2024 | 2,12% | 3,11 CHF | 3,17 CHF | 500 | 500 | 500 | 500 | 1 572 CHF | 1 606 CHF | 97,75% | 97,75% |
31/07/2024 | 0,91% | 3,37 CHF | 3,40 CHF | 2 500 | 2 500 | 2 439 | 2 439 | 8 194 CHF | 8 268 CHF | 30,07% | 30,07% |