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 | 3,51% | 0,30 CHF | 0,31 CHF | 146 571 | 25 000 | 152 445 | 25 000 | 42 744 CHF | 7 267 CHF | 94,84% | 94,84% |
14/08/2024 | 3,57% | 0,28 CHF | 0,29 CHF | 151 755 | 25 000 | 151 089 | 24 531 | 43 229 CHF | 7 279 CHF | 98,57% | 98,57% |
13/08/2024 | 3,25% | 0,31 CHF | 0,32 CHF | 145 594 | 25 000 | 146 407 | 25 000 | 44 338 CHF | 7 833 CHF | 95,83% | 95,83% |
12/08/2024 | 2,85% | 0,33 CHF | 0,34 CHF | 136 288 | 25 000 | 133 566 | 25 000 | 46 232 CHF | 8 909 CHF | 100,00% | 100,00% |
09/08/2024 | 2,81% | 0,34 CHF | 0,35 CHF | 137 578 | 25 000 | 132 497 | 25 000 | 46 507 CHF | 9 032 CHF | 100,00% | 100,00% |
08/08/2024 | 2,98% | 0,34 CHF | 0,35 CHF | 134 433 | 25 000 | 138 844 | 25 000 | 45 847 CHF | 8 508 CHF | 97,81% | 97,81% |
07/08/2024 | 2,99% | 0,32 CHF | 0,33 CHF | 140 539 | 25 000 | 134 902 | 25 000 | 44 520 CHF | 8 504 CHF | 97,94% | 97,94% |
06/08/2024 | 3,96% | 0,34 CHF | 0,35 CHF | 135 422 | 25 000 | 140 050 | 18 853 | 45 065 CHF | 6 316 CHF | 94,65% | 94,65% |
02/08/2024 | 8,25% | 0,33 CHF | 0,35 CHF | 141 679 | 5 000 | 144 661 | 5 000 | 45 776 CHF | 1 720 CHF | 91,74% | 91,74% |
30/07/2024 | 2,61% | 0,39 CHF | 0,40 CHF | 130 306 | 25 000 | 130 650 | 25 000 | 49 468 CHF | 9 716 CHF | 75,92% | 75,92% |