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 | 2,77% | 0,78 CHF | 0,79 CHF | 40 000 | 40 000 | 18 649 | 18 649 | 15 255 CHF | 15 597 CHF | 99,89% | 99,89% |
14/08/2024 | 2,79% | 0,81 CHF | 0,82 CHF | 40 000 | 40 000 | 18 670 | 18 670 | 15 321 CHF | 15 663 CHF | 99,27% | 99,27% |
13/08/2024 | 2,67% | 0,82 CHF | 0,83 CHF | 40 000 | 40 000 | 18 641 | 18 641 | 15 426 CHF | 15 756 CHF | 100,00% | 100,00% |
12/08/2024 | 2,46% | 0,80 CHF | 0,81 CHF | 50 000 | 50 000 | 26 041 | 26 041 | 21 188 CHF | 21 649 CHF | 99,04% | 99,04% |
09/08/2024 | 2,59% | 0,83 CHF | 0,84 CHF | 50 000 | 50 000 | 26 125 | 26 125 | 21 904 CHF | 22 407 CHF | 99,81% | 99,81% |
08/08/2024 | 2,09% | 0,85 CHF | 0,86 CHF | 50 000 | 50 000 | 26 109 | 26 109 | 22 404 CHF | 22 821 CHF | 99,71% | 99,71% |
07/08/2024 | 2,11% | 0,92 CHF | 0,93 CHF | 40 000 | 40 000 | 25 365 | 25 365 | 21 923 CHF | 22 332 CHF | 99,99% | 99,99% |
06/08/2024 | 2,42% | 0,87 CHF | 0,88 CHF | 50 000 | 50 000 | 26 161 | 26 161 | 22 482 CHF | 22 954 CHF | 98,33% | 98,33% |
02/08/2024 | 2,59% | 0,92 CHF | 0,93 CHF | 40 000 | 40 000 | 18 577 | 18 577 | 16 424 CHF | 16 753 CHF | 98,80% | 98,80% |
30/07/2024 | 2,77% | 0,61 CHF | 0,62 CHF | 50 000 | 50 000 | 26 120 | 26 120 | 16 667 CHF | 17 084 CHF | 99,82% | 99,82% |