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 | 3,48% | 2,39 CHF | 2,47 CHF | 30 000 | 20 000 | 30 000 | 19 685 | 69 859 CHF | 47 446 CHF | 98,99% | 98,99% |
14/08/2024 | 3,55% | 2,25 CHF | 2,32 CHF | 30 000 | 20 000 | 30 000 | 19 582 | 61 263 CHF | 41 439 CHF | 98,68% | 98,68% |
13/08/2024 | 3,74% | 1,89 CHF | 1,96 CHF | 30 000 | 20 000 | 30 957 | 20 000 | 54 825 CHF | 36 861 CHF | 96,95% | 96,95% |
12/08/2024 | 3,49% | 1,91 CHF | 1,98 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 55 901 CHF | 38 593 CHF | 100,00% | 100,00% |
09/08/2024 | 3,45% | 1,87 CHF | 1,94 CHF | 30 000 | 25 000 | 30 012 | 25 000 | 53 779 CHF | 46 371 CHF | 99,78% | 99,78% |
08/08/2024 | 4,30% | 1,66 CHF | 1,73 CHF | 40 000 | 20 000 | 38 378 | 20 000 | 59 913 CHF | 32 706 CHF | 97,05% | 97,05% |
07/08/2024 | 2,83% | 1,90 CHF | 1,95 CHF | 30 000 | 25 000 | 34 884 | 25 000 | 57 589 CHF | 42 882 CHF | 99,46% | 99,46% |
06/08/2024 | 5,58% | 1,31 CHF | 1,36 CHF | 40 000 | 25 000 | 47 708 | 18 766 | 57 032 CHF | 23 749 CHF | 97,96% | 97,96% |
02/08/2024 | 13,13% | 1,98 CHF | 2,29 CHF | 30 000 | 2 500 | 29 993 | 2 500 | 67 773 CHF | 6 441 CHF | 98,14% | 98,14% |
31/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |