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 | 3,47% | 0,33 CHF | 0,34 CHF | 65 000 | 65 000 | 68 287 | 68 287 | 19 476 CHF | 20 159 CHF | 100,00% | 100,00% |
14/08/2024 | 3,79% | 0,26 CHF | 0,27 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 18 137 CHF | 18 837 CHF | 99,27% | 99,27% |
13/08/2024 | 4,08% | 0,25 CHF | 0,26 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 16 812 CHF | 17 512 CHF | 100,00% | 100,00% |
12/08/2024 | 4,10% | 0,24 CHF | 0,25 CHF | 70 000 | 70 000 | 69 994 | 69 994 | 16 721 CHF | 17 421 CHF | 99,14% | 99,14% |
09/08/2024 | 4,31% | 0,23 CHF | 0,24 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 15 960 CHF | 16 660 CHF | 99,98% | 99,98% |
08/08/2024 | 4,77% | 0,22 CHF | 0,23 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 14 406 CHF | 15 106 CHF | 99,95% | 99,95% |
07/08/2024 | 4,44% | 0,24 CHF | 0,25 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 15 473 CHF | 16 173 CHF | 99,91% | 99,91% |
06/08/2024 | 6,36% | 0,17 CHF | 0,18 CHF | 70 000 | 70 000 | 72 537 | 72 537 | 11 136 CHF | 11 862 CHF | 99,78% | 99,78% |
02/08/2024 | 3,23% | 0,26 CHF | 0,27 CHF | 70 000 | 70 000 | 65 755 | 65 755 | 20 082 CHF | 20 740 CHF | 98,86% | 98,86% |
30/07/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 30 079 CHF | 30 679 CHF | 99,99% | 99,99% |