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 | 4,16% | 0,73 CHF | 0,76 CHF | 25 000 | 25 000 | 24 737 | 24 737 | 17 669 CHF | 18 416 CHF | 99,18% | 99,18% |
14/08/2024 | 3,67% | 0,72 CHF | 0,75 CHF | 25 000 | 25 000 | 24 633 | 24 633 | 17 739 CHF | 18 392 CHF | 98,48% | 98,48% |
13/08/2024 | 3,70% | 0,72 CHF | 0,74 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 18 056 CHF | 18 736 CHF | 96,93% | 96,93% |
12/08/2024 | 3,46% | 0,74 CHF | 0,77 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 18 463 CHF | 19 112 CHF | 100,00% | 100,00% |
09/08/2024 | 4,08% | 0,72 CHF | 0,75 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 17 988 CHF | 18 738 CHF | 100,00% | 100,00% |
08/08/2024 | 3,94% | 0,71 CHF | 0,74 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 17 067 CHF | 17 752 CHF | 94,33% | 94,33% |
07/08/2024 | 3,92% | 0,75 CHF | 0,78 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 18 042 CHF | 18 763 CHF | 100,00% | 100,00% |
06/08/2024 | 5,04% | 0,70 CHF | 0,73 CHF | 25 000 | 25 000 | 19 878 | 19 878 | 13 634 CHF | 14 282 CHF | 99,25% | 99,25% |
02/08/2024 | 8,46% | 0,73 CHF | 0,80 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 3 970 CHF | 4 320 CHF | 99,11% | 99,11% |
31/07/2024 | 3,72% | 0,89 CHF | 0,92 CHF | 25 000 | 25 000 | 23 730 | 23 730 | 20 467 CHF | 21 223 CHF | 30,67% | 30,67% |