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 | 1,09% | 2,67 CHF | 2,69 CHF | 20 000 | 5 000 | 20 000 | 4 981 | 53 814 CHF | 13 549 CHF | 68,56% | 68,56% |
14/08/2024 | 1,12% | 2,68 CHF | 2,70 CHF | 20 000 | 5 000 | 20 104 | 4 914 | 51 664 CHF | 12 777 CHF | 59,41% | 59,41% |
13/08/2024 | 1,15% | 2,44 CHF | 2,47 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 71 750 CHF | 18 145 CHF | 97,08% | 97,08% |
12/08/2024 | 1,17% | 2,38 CHF | 2,41 CHF | 30 000 | 7 500 | 29 904 | 7 486 | 70 606 CHF | 17 883 CHF | 100,00% | 100,00% |
09/08/2024 | 1,16% | 2,40 CHF | 2,43 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 70 300 CHF | 17 780 CHF | 100,00% | 100,00% |
08/08/2024 | 1,32% | 2,24 CHF | 2,27 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 63 377 CHF | 16 054 CHF | 97,77% | 97,77% |
07/08/2024 | 1,13% | 2,41 CHF | 2,45 CHF | 3 750 | 3 750 | 28 682 | 7 335 | 69 748 CHF | 18 036 CHF | 81,41% | 81,41% |
06/08/2024 | 1,57% | 2,13 CHF | 2,15 CHF | 30 000 | 7 500 | 30 000 | 5 447 | 65 157 CHF | 11 929 CHF | 98,00% | 98,00% |
02/08/2024 | 2,92% | 2,58 CHF | 2,65 CHF | 500 | 500 | 500 | 500 | 1 307 CHF | 1 346 CHF | 98,52% | 98,52% |
31/07/2024 | 1,39% | 2,86 CHF | 2,90 CHF | 2 500 | 2 500 | 2 462 | 2 462 | 7 025 CHF | 7 123 CHF | 29,49% | 29,49% |