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 | 0,50% | 3,70 CHF | 3,72 CHF | 20 000 | 5 000 | 20 000 | 4 974 | 74 507 CHF | 18 621 CHF | 98,81% | 98,81% |
14/08/2024 | 0,52% | 3,71 CHF | 3,73 CHF | 20 000 | 5 000 | 20 000 | 4 948 | 71 621 CHF | 17 814 CHF | 98,68% | 98,68% |
13/08/2024 | 0,53% | 3,48 CHF | 3,50 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 68 475 CHF | 25 814 CHF | 97,08% | 97,08% |
12/08/2024 | 0,54% | 3,41 CHF | 3,43 CHF | 20 000 | 7 500 | 19 941 | 7 486 | 67 612 CHF | 25 520 CHF | 100,00% | 100,00% |
09/08/2024 | 0,54% | 3,44 CHF | 3,45 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 67 480 CHF | 25 441 CHF | 100,00% | 100,00% |
08/08/2024 | 0,58% | 3,28 CHF | 3,29 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 62 746 CHF | 23 665 CHF | 97,66% | 97,66% |
07/08/2024 | 0,50% | 3,44 CHF | 3,47 CHF | 3 750 | 3 750 | 19 414 | 7 365 | 67 085 CHF | 25 572 CHF | 99,67% | 99,67% |
06/08/2024 | 0,76% | 3,15 CHF | 3,17 CHF | 20 000 | 7 500 | 20 000 | 5 439 | 64 001 CHF | 17 448 CHF | 98,88% | 98,88% |
02/08/2024 | 1,83% | 3,62 CHF | 3,69 CHF | 500 | 500 | 500 | 500 | 1 832 CHF | 1 865 CHF | 98,47% | 98,47% |
31/07/2024 | 0,79% | 3,90 CHF | 3,93 CHF | 2 500 | 2 500 | 2 439 | 2 439 | 9 486 CHF | 9 560 CHF | 30,07% | 30,07% |