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 | 0,55% | 3,47 CHF | 3,49 CHF | 20 000 | 5 000 | 20 000 | 4 974 | 70 027 CHF | 17 511 CHF | 98,81% | 98,81% |
14/08/2024 | 0,55% | 3,49 CHF | 3,51 CHF | 20 000 | 5 000 | 20 000 | 4 948 | 67 138 CHF | 16 704 CHF | 98,68% | 98,68% |
13/08/2024 | 0,56% | 3,26 CHF | 3,27 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 64 000 CHF | 24 136 CHF | 97,08% | 97,08% |
12/08/2024 | 0,56% | 3,18 CHF | 3,20 CHF | 20 000 | 7 500 | 19 941 | 7 486 | 63 169 CHF | 23 849 CHF | 100,00% | 100,00% |
09/08/2024 | 0,53% | 3,21 CHF | 3,23 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 63 028 CHF | 23 760 CHF | 100,00% | 100,00% |
08/08/2024 | 0,62% | 3,05 CHF | 3,07 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 58 285 CHF | 21 993 CHF | 97,54% | 97,54% |
07/08/2024 | 0,57% | 3,22 CHF | 3,24 CHF | 3 750 | 3 750 | 19 414 | 7 365 | 62 731 CHF | 23 929 CHF | 99,63% | 99,63% |
06/08/2024 | 0,85% | 2,93 CHF | 2,95 CHF | 20 000 | 7 500 | 20 000 | 5 444 | 59 517 CHF | 16 251 CHF | 99,13% | 99,13% |
02/08/2024 | 1,91% | 3,40 CHF | 3,47 CHF | 500 | 500 | 500 | 500 | 1 720 CHF | 1 753 CHF | 98,35% | 98,35% |
31/07/2024 | 0,82% | 3,68 CHF | 3,71 CHF | 2 500 | 2 500 | 2 439 | 2 439 | 8 944 CHF | 9 016 CHF | 30,07% | 30,07% |