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 | 2,74% | 0,36 CHF | 0,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 000 CHF | 18 500 CHF | 100,00% | 100,00% |
14/08/2024 | 2,78% | 0,35 CHF | 0,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 758 CHF | 18 258 CHF | 100,00% | 100,00% |
13/08/2024 | 2,87% | 0,35 CHF | 0,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 200 CHF | 17 700 CHF | 98,89% | 98,89% |
12/08/2024 | 2,88% | 0,34 CHF | 0,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 087 CHF | 17 587 CHF | 99,13% | 99,13% |
09/08/2024 | 2,89% | 0,34 CHF | 0,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 031 CHF | 17 531 CHF | 99,87% | 99,87% |
08/08/2024 | 3,04% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 49 995 | 50 000 | 16 217 CHF | 16 718 CHF | 100,00% | 100,00% |
07/08/2024 | 3,08% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 50 000 | 49 997 | 15 966 CHF | 16 465 CHF | 99,44% | 99,44% |
06/08/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 105 CHF | 15 605 CHF | 99,05% | 99,05% |
02/08/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 50 000 | 50 000 | 50 000 | 49 998 | 17 892 CHF | 18 391 CHF | 99,69% | 99,69% |
31/07/2024 | 2,74% | 0,36 CHF | 0,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 977 CHF | 18 477 CHF | 32,12% | 32,12% |