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 | 1,69% | 0,64 CHF | 0,65 CHF | 65 000 | 65 000 | 68 288 | 68 288 | 40 159 CHF | 40 842 CHF | 99,99% | 99,99% |
14/08/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 39 279 CHF | 39 979 CHF | 99,26% | 99,26% |
13/08/2024 | 1,84% | 0,55 CHF | 0,56 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 37 760 CHF | 38 460 CHF | 100,00% | 100,00% |
12/08/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 37 841 CHF | 38 541 CHF | 99,13% | 99,13% |
09/08/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 36 853 CHF | 37 553 CHF | 99,98% | 99,98% |
08/08/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 35 303 CHF | 36 003 CHF | 100,00% | 100,00% |
07/08/2024 | 1,91% | 0,54 CHF | 0,55 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 36 399 CHF | 37 099 CHF | 99,99% | 99,99% |
06/08/2024 | 2,21% | 0,46 CHF | 0,47 CHF | 70 000 | 70 000 | 72 539 | 72 539 | 32 508 CHF | 33 234 CHF | 99,93% | 99,93% |
02/08/2024 | 1,65% | 0,56 CHF | 0,57 CHF | 70 000 | 70 000 | 65 746 | 65 746 | 39 588 CHF | 40 246 CHF | 99,84% | 99,84% |
30/07/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 48 173 CHF | 48 773 CHF | 100,00% | 100,00% |