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 | 3,16% | 0,94 CHF | 0,97 CHF | 60 000 | 25 000 | 60 000 | 24 895 | 57 012 CHF | 24 413 CHF | 99,19% | 99,19% |
14/08/2024 | 3,12% | 0,96 CHF | 0,99 CHF | 60 000 | 25 000 | 60 000 | 24 791 | 57 109 CHF | 24 342 CHF | 98,68% | 98,68% |
13/08/2024 | 2,96% | 0,94 CHF | 0,97 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 55 623 CHF | 23 874 CHF | 96,64% | 96,64% |
12/08/2024 | 2,95% | 0,93 CHF | 0,96 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 55 349 CHF | 23 753 CHF | 100,00% | 100,00% |
09/08/2024 | 3,01% | 0,93 CHF | 0,95 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 54 050 CHF | 23 208 CHF | 100,00% | 100,00% |
08/08/2024 | 2,97% | 0,89 CHF | 0,91 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 51 895 CHF | 22 275 CHF | 97,78% | 97,78% |
07/08/2024 | 3,10% | 0,89 CHF | 0,91 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 52 228 CHF | 22 446 CHF | 100,00% | 100,00% |
06/08/2024 | 4,41% | 0,84 CHF | 0,87 CHF | 60 000 | 25 000 | 65 806 | 22 948 | 54 690 CHF | 19 911 CHF | 99,34% | 99,34% |
02/08/2024 | 9,52% | 0,88 CHF | 0,96 CHF | 60 000 | 7 500 | 60 000 | 7 500 | 52 925 CHF | 7 277 CHF | 97,84% | 97,84% |
31/07/2024 | 3,26% | 1,00 CHF | 1,03 CHF | 50 000 | 25 000 | 50 677 | 24 322 | 50 630 CHF | 25 110 CHF | 30,67% | 30,67% |