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 | 1,33% | 2,82 CHF | 2,85 CHF | 25 000 | 25 000 | 24 842 | 24 737 | 69 269 CHF | 69 895 CHF | 99,07% | 99,07% |
14/08/2024 | 1,29% | 2,82 CHF | 2,85 CHF | 25 000 | 25 000 | 24 748 | 24 560 | 68 432 CHF | 68 787 CHF | 98,49% | 98,49% |
13/08/2024 | 1,34% | 2,65 CHF | 2,69 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 718 CHF | 66 601 CHF | 96,93% | 96,93% |
12/08/2024 | 1,33% | 2,61 CHF | 2,64 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 535 CHF | 66 414 CHF | 100,00% | 100,00% |
09/08/2024 | 1,36% | 2,58 CHF | 2,61 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 63 871 CHF | 64 742 CHF | 100,00% | 100,00% |
08/08/2024 | 1,48% | 2,46 CHF | 2,49 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 72 118 CHF | 60 993 CHF | 97,58% | 97,58% |
07/08/2024 | 1,41% | 2,52 CHF | 2,56 CHF | 25 000 | 25 000 | 29 012 | 25 000 | 71 775 CHF | 62 757 CHF | 100,00% | 100,00% |
06/08/2024 | 1,79% | 2,35 CHF | 2,38 CHF | 30 000 | 25 000 | 30 000 | 19 420 | 69 553 CHF | 45 627 CHF | 92,44% | 92,44% |
02/08/2024 | 3,44% | 2,35 CHF | 2,44 CHF | 22 500 | 7 500 | 20 591 | 7 500 | 51 898 CHF | 19 592 CHF | 97,71% | 97,71% |
31/07/2024 | 1,34% | 2,89 CHF | 2,93 CHF | 25 000 | 25 000 | 24 154 | 23 479 | 70 131 CHF | 69 062 CHF | 30,66% | 30,66% |