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 | 2,31% | 1,84 CHF | 1,88 CHF | 30 000 | 10 000 | 36 352 | 9 869 | 60 870 CHF | 17 021 CHF | 99,15% | 99,15% |
14/08/2024 | 2,47% | 1,60 CHF | 1,64 CHF | 40 000 | 10 000 | 39 523 | 9 764 | 63 504 CHF | 16 080 CHF | 98,45% | 98,45% |
13/08/2024 | 2,44% | 1,54 CHF | 1,58 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 56 799 CHF | 14 550 CHF | 97,03% | 97,03% |
12/08/2024 | 2,14% | 1,45 CHF | 1,49 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 56 417 CHF | 14 409 CHF | 100,00% | 100,00% |
09/08/2024 | 2,20% | 1,31 CHF | 1,34 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 52 713 CHF | 13 472 CHF | 99,66% | 99,66% |
08/08/2024 | 2,92% | 1,18 CHF | 1,21 CHF | 50 000 | 10 000 | 51 601 | 10 000 | 54 778 CHF | 10 954 CHF | 97,21% | 97,21% |
07/08/2024 | 3,76% | 1,30 CHF | 1,32 CHF | 40 000 | 10 000 | 6 304 | 5 186 | 7 516 CHF | 6 293 CHF | 99,48% | 99,48% |
06/08/2024 | 3,76% | 1,05 CHF | 1,08 CHF | 50 000 | 10 000 | 56 324 | 7 924 | 55 166 CHF | 8 040 CHF | 97,98% | 97,98% |
02/08/2024 | 13,91% | 1,01 CHF | 1,24 CHF | 37 558 | 1 000 | 34 910 | 1 000 | 52 827 CHF | 1 752 CHF | 74,93% | 74,93% |
30/07/2024 | 2,28% | 2,93 CHF | 3,00 CHF | 20 000 | 5 000 | 20 000 | 5 000 | 58 984 CHF | 15 086 CHF | 96,57% | 96,57% |