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 | 3,22% | 0,35 CHF | 0,36 CHF | 90 617 | 25 000 | 95 228 | 24 738 | 29 497 CHF | 7 920 CHF | 99,20% | 99,20% |
14/08/2024 | 3,33% | 0,30 CHF | 0,31 CHF | 94 288 | 25 000 | 95 011 | 24 527 | 29 176 CHF | 7 794 CHF | 97,74% | 97,74% |
13/08/2024 | 2,95% | 0,34 CHF | 0,35 CHF | 92 596 | 25 000 | 94 071 | 25 000 | 31 552 CHF | 8 656 CHF | 92,67% | 92,67% |
12/08/2024 | 3,23% | 0,39 CHF | 0,40 CHF | 87 406 | 25 000 | 86 635 | 25 000 | 35 435 CHF | 10 571 CHF | 100,00% | 100,00% |
09/08/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 89 652 | 25 000 | 87 032 | 25 000 | 36 087 CHF | 10 636 CHF | 100,00% | 100,00% |
08/08/2024 | 2,62% | 0,39 CHF | 0,40 CHF | 90 868 | 25 000 | 90 968 | 25 000 | 34 235 CHF | 9 663 CHF | 97,62% | 97,62% |
07/08/2024 | 2,48% | 0,38 CHF | 0,39 CHF | 91 051 | 25 000 | 89 191 | 25 000 | 35 569 CHF | 10 223 CHF | 96,86% | 96,86% |
06/08/2024 | 3,40% | 0,40 CHF | 0,41 CHF | 87 049 | 25 000 | 92 263 | 19 452 | 33 822 CHF | 7 433 CHF | 88,48% | 88,48% |
02/08/2024 | 7,75% | 0,35 CHF | 0,38 CHF | 95 405 | 5 000 | 96 313 | 5 000 | 33 231 CHF | 1 867 CHF | 91,74% | 91,74% |
30/07/2024 | 2,38% | 0,46 CHF | 0,48 CHF | 86 311 | 25 000 | 87 181 | 25 000 | 39 002 CHF | 11 455 CHF | 96,79% | 96,79% |