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 | 0,73% | 1,35 CHF | 1,36 CHF | 40 000 | 20 000 | 40 000 | 19 659 | 55 420 CHF | 27 441 CHF | 99,19% | 99,19% |
14/08/2024 | 0,82% | 1,37 CHF | 1,38 CHF | 40 000 | 20 000 | 36 855 | 18 187 | 49 577 CHF | 24 727 CHF | 97,18% | 97,18% |
13/08/2024 | 0,47% | 2,07 CHF | 2,08 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 63 069 CHF | 42 246 CHF | 97,08% | 97,08% |
12/08/2024 | 0,49% | 2,00 CHF | 2,01 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 60 620 CHF | 40 613 CHF | 100,00% | 100,00% |
09/08/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 61 621 CHF | 41 281 CHF | 98,36% | 98,36% |
08/08/2024 | 0,44% | 2,15 CHF | 2,16 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 67 531 CHF | 45 221 CHF | 93,96% | 93,96% |
07/08/2024 | 0,45% | 2,16 CHF | 2,17 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 66 305 CHF | 44 403 CHF | 100,00% | 100,00% |
06/08/2024 | 0,53% | 2,26 CHF | 2,27 CHF | 30 000 | 20 000 | 30 000 | 14 735 | 68 220 CHF | 33 734 CHF | 96,49% | 96,49% |
02/08/2024 | 1,21% | 2,21 CHF | 2,23 CHF | 30 000 | 5 000 | 30 000 | 5 000 | 64 485 CHF | 10 878 CHF | 98,93% | 98,93% |
31/07/2024 | 0,55% | 1,99 CHF | 2,00 CHF | 30 000 | 20 000 | 30 000 | 17 808 | 59 533 CHF | 35 579 CHF | 29,60% | 29,60% |