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 | 2,46% | 0,45 CHF | 0,46 CHF | 65 000 | 65 000 | 68 287 | 68 287 | 27 508 CHF | 28 191 CHF | 99,99% | 99,99% |
14/08/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 26 376 CHF | 27 076 CHF | 99,26% | 99,26% |
13/08/2024 | 2,76% | 0,37 CHF | 0,38 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 25 034 CHF | 25 734 CHF | 100,00% | 100,00% |
12/08/2024 | 2,77% | 0,36 CHF | 0,37 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 24 948 CHF | 25 648 CHF | 99,13% | 99,13% |
09/08/2024 | 2,86% | 0,35 CHF | 0,36 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 24 163 CHF | 24 863 CHF | 100,00% | 100,00% |
08/08/2024 | 3,06% | 0,33 CHF | 0,34 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 22 561 CHF | 23 261 CHF | 99,97% | 99,97% |
07/08/2024 | 2,92% | 0,35 CHF | 0,36 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 23 660 CHF | 24 360 CHF | 99,97% | 99,97% |
06/08/2024 | 3,66% | 0,28 CHF | 0,29 CHF | 70 000 | 70 000 | 72 539 | 72 539 | 19 512 CHF | 20 238 CHF | 99,95% | 99,95% |
02/08/2024 | 2,35% | 0,38 CHF | 0,39 CHF | 70 000 | 70 000 | 65 746 | 65 746 | 27 694 CHF | 28 352 CHF | 99,90% | 99,90% |
30/07/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 37 102 CHF | 37 702 CHF | 100,00% | 100,00% |