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 | 2,64% | 0,33 CHF | 0,34 CHF | 65 000 | 65 000 | 68 287 | 68 287 | 25 756 CHF | 26 439 CHF | 100,00% | 100,00% |
14/08/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 28 013 CHF | 28 713 CHF | 99,27% | 99,27% |
13/08/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 29 223 CHF | 29 923 CHF | 100,00% | 100,00% |
12/08/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 70 000 | 70 000 | 69 994 | 69 994 | 29 370 CHF | 30 070 CHF | 99,16% | 99,16% |
09/08/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 30 054 CHF | 30 754 CHF | 99,99% | 99,99% |
08/08/2024 | 2,21% | 0,44 CHF | 0,45 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 31 296 CHF | 31 996 CHF | 99,96% | 99,96% |
07/08/2024 | 2,29% | 0,42 CHF | 0,43 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 30 290 CHF | 30 990 CHF | 99,96% | 99,96% |
06/08/2024 | 2,00% | 0,48 CHF | 0,49 CHF | 70 000 | 70 000 | 72 539 | 72 539 | 35 895 CHF | 36 620 CHF | 99,86% | 99,86% |
02/08/2024 | 2,71% | 0,40 CHF | 0,41 CHF | 70 000 | 70 000 | 65 748 | 65 748 | 24 058 CHF | 24 716 CHF | 99,92% | 99,92% |
30/07/2024 | - | 0,18 CHF | - CHF | 60 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |