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 | 1,47% | 1,96 CHF | 1,99 CHF | 30 000 | 5 000 | 30 000 | 4 972 | 59 404 CHF | 9 991 CHF | 93,60% | 93,60% |
14/08/2024 | 1,58% | 1,96 CHF | 1,99 CHF | 30 000 | 5 000 | 30 000 | 4 948 | 55 097 CHF | 9 234 CHF | 98,68% | 98,68% |
13/08/2024 | 1,63% | 1,73 CHF | 1,76 CHF | 30 000 | 7 500 | 31 275 | 7 500 | 52 785 CHF | 12 876 CHF | 97,08% | 97,08% |
12/08/2024 | 1,68% | 1,68 CHF | 1,70 CHF | 30 000 | 7 500 | 34 618 | 7 486 | 57 529 CHF | 12 668 CHF | 100,00% | 100,00% |
09/08/2024 | 1,64% | 1,71 CHF | 1,74 CHF | 30 000 | 7 500 | 35 680 | 7 500 | 59 018 CHF | 12 641 CHF | 100,00% | 100,00% |
08/08/2024 | 1,44% | 1,56 CHF | 1,59 CHF | 40 000 | 7 500 | 40 000 | 7 500 | 58 076 CHF | 11 049 CHF | 97,70% | 97,70% |
07/08/2024 | 1,61% | 1,72 CHF | 1,76 CHF | 3 750 | 3 750 | 30 245 | 7 362 | 52 232 CHF | 12 944 CHF | 97,65% | 97,65% |
06/08/2024 | 2,13% | 1,45 CHF | 1,47 CHF | 40 000 | 7 500 | 40 000 | 5 424 | 59 862 CHF | 8 207 CHF | 97,68% | 97,68% |
02/08/2024 | 4,02% | 1,85 CHF | 1,92 CHF | 500 | 500 | 500 | 500 | 941 CHF | 979 CHF | 97,93% | 97,93% |
31/07/2024 | 1,88% | 2,12 CHF | 2,16 CHF | 2 500 | 2 500 | 2 439 | 2 439 | 5 140 CHF | 5 237 CHF | 30,07% | 30,07% |