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 | 4,97% | 0,65 CHF | 0,69 CHF | 53 998 | 20 000 | 53 901 | 19 644 | 33 815 CHF | 12 955 CHF | 95,09% | 95,09% |
14/08/2024 | 5,26% | 0,67 CHF | 0,70 CHF | 51 018 | 20 000 | 53 213 | 19 472 | 31 728 CHF | 12 243 CHF | 97,98% | 97,98% |
13/08/2024 | 5,19% | 0,49 CHF | 0,52 CHF | 57 958 | 20 000 | 59 783 | 20 000 | 27 375 CHF | 9 664 CHF | 96,93% | 96,93% |
12/08/2024 | 4,77% | 0,41 CHF | 0,43 CHF | 63 106 | 20 000 | 61 969 | 20 000 | 26 630 CHF | 9 017 CHF | 100,00% | 100,00% |
09/08/2024 | 4,74% | 0,44 CHF | 0,46 CHF | 61 709 | 20 000 | 64 191 | 20 000 | 26 475 CHF | 8 656 CHF | 100,00% | 100,00% |
08/08/2024 | 5,34% | 0,38 CHF | 0,40 CHF | 69 227 | 20 000 | 69 135 | 20 000 | 25 833 CHF | 7 884 CHF | 97,20% | 97,20% |
07/08/2024 | 4,76% | 0,41 CHF | 0,43 CHF | 65 928 | 20 000 | 66 145 | 20 000 | 27 422 CHF | 8 696 CHF | 100,00% | 100,00% |
06/08/2024 | 7,29% | 0,38 CHF | 0,40 CHF | 68 317 | 20 000 | 69 418 | 15 885 | 25 825 CHF | 6 313 CHF | 98,82% | 98,82% |
02/08/2024 | 13,87% | 0,40 CHF | 0,46 CHF | 67 783 | 5 000 | 64 812 | 5 000 | 27 993 CHF | 2 485 CHF | 98,61% | 98,61% |
31/07/2024 | 4,40% | 0,60 CHF | 0,63 CHF | 57 859 | 20 000 | 58 636 | 18 221 | 33 811 CHF | 11 008 CHF | 30,67% | 30,67% |