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 | 9,61% | 3,43 CHF | 3,63 CHF | 20 000 | 5 000 | 20 000 | 1 875 | 69 927 CHF | 6 861 CHF | 98,79% | 98,79% |
14/08/2024 | 10,03% | 3,10 CHF | 3,30 CHF | 20 000 | 5 000 | 20 000 | 1 922 | 66 449 CHF | 6 741 CHF | 85,66% | 85,66% |
13/08/2024 | 10,93% | 3,58 CHF | 3,78 CHF | 20 000 | 5 000 | 20 000 | 1 916 | 62 148 CHF | 6 836 CHF | 94,22% | 94,22% |
12/08/2024 | 11,20% | 3,09 CHF | 3,24 CHF | 20 000 | 10 000 | 27 563 | 3 978 | 62 493 CHF | 11 268 CHF | 87,34% | 87,34% |
09/08/2024 | 13,56% | 1,85 CHF | 2,00 CHF | 30 000 | 10 000 | 30 000 | 3 741 | 54 939 CHF | 7 638 CHF | 99,33% | 99,33% |
08/08/2024 | 10,95% | 1,71 CHF | 1,81 CHF | 30 000 | 10 000 | 38 304 | 3 497 | 60 192 CHF | 6 249 CHF | 91,80% | 91,80% |
07/08/2024 | 11,96% | 1,95 CHF | 2,10 CHF | 30 000 | 10 000 | 30 000 | 3 757 | 62 612 CHF | 8 498 CHF | 97,64% | 97,64% |
06/08/2024 | 13,85% | 1,88 CHF | 2,03 CHF | 30 000 | 10 000 | 30 560 | 3 745 | 55 256 CHF | 7 849 CHF | 97,24% | 97,24% |
02/08/2024 | 10,02% | 2,27 CHF | 2,47 CHF | 30 000 | 5 000 | 20 171 | 1 841 | 67 748 CHF | 6 462 CHF | 97,16% | 97,16% |
30/07/2024 | 11,22% | 3,01 CHF | 3,21 CHF | 20 000 | 5 000 | 20 000 | 1 858 | 60 284 CHF | 6 254 CHF | 98,92% | 98,92% |