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 | 3,97% | 2,26 CHF | 2,31 CHF | 100 000 | 100 000 | 44 084 | 36 096 | 98 968 CHF | 83 886 CHF | 97,04% | 97,04% |
14/08/2024 | 4,15% | 2,11 CHF | 2,16 CHF | 100 000 | 100 000 | 47 877 | 40 431 | 98 742 CHF | 86 215 CHF | 76,91% | 76,91% |
13/08/2024 | 2,77% | 2,03 CHF | 2,06 CHF | 100 000 | 100 000 | 47 151 | 39 601 | 90 386 CHF | 77 986 CHF | 88,04% | 88,04% |
12/08/2024 | 2,86% | 1,85 CHF | 1,88 CHF | 100 000 | 100 000 | 45 754 | 38 005 | 83 123 CHF | 70 463 CHF | 93,81% | 93,81% |
09/08/2024 | 3,01% | 1,75 CHF | 1,78 CHF | 100 000 | 100 000 | 37 977 | 37 977 | 65 974 CHF | 67 578 CHF | 94,28% | 94,28% |
08/08/2024 | 3,35% | 1,67 CHF | 1,70 CHF | 100 000 | 100 000 | 37 681 | 37 681 | 61 854 CHF | 63 452 CHF | 95,34% | 95,34% |
07/08/2024 | 2,98% | 1,83 CHF | 1,86 CHF | 100 000 | 100 000 | 37 445 | 37 445 | 68 192 CHF | 69 784 CHF | 98,52% | 98,52% |
06/08/2024 | 3,37% | 1,69 CHF | 1,72 CHF | 100 000 | 100 000 | 37 064 | 37 064 | 59 455 CHF | 61 039 CHF | 97,11% | 97,11% |
02/08/2024 | 4,33% | 1,89 CHF | 1,94 CHF | 100 000 | 100 000 | 44 813 | 36 930 | 88 650 CHF | 75 237 CHF | 97,23% | 97,23% |
30/07/2024 | 3,37% | 2,71 CHF | 3,02 CHF | 100 000 | 20 000 | 20 000 | 20 000 | 58 342 CHF | 60 342 CHF | 2,11% | 20,21% |