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 | 3,80% | 0,55 CHF | 0,56 CHF | 40 000 | 40 000 | 18 641 | 18 641 | 10 909 CHF | 11 251 CHF | 99,53% | 99,53% |
14/08/2024 | 3,83% | 0,58 CHF | 0,59 CHF | 40 000 | 40 000 | 18 741 | 18 741 | 11 069 CHF | 11 411 CHF | 98,66% | 98,66% |
13/08/2024 | 3,90% | 0,59 CHF | 0,60 CHF | 40 000 | 40 000 | 18 641 | 18 641 | 11 084 CHF | 11 426 CHF | 100,00% | 100,00% |
12/08/2024 | 3,92% | 0,56 CHF | 0,57 CHF | 40 000 | 40 000 | 18 625 | 18 625 | 10 818 CHF | 11 160 CHF | 98,99% | 98,99% |
09/08/2024 | 3,77% | 0,59 CHF | 0,60 CHF | 40 000 | 40 000 | 18 667 | 18 667 | 11 018 CHF | 11 360 CHF | 99,73% | 99,73% |
08/08/2024 | 3,71% | 0,60 CHF | 0,61 CHF | 40 000 | 40 000 | 18 659 | 18 659 | 11 547 CHF | 11 889 CHF | 99,69% | 99,69% |
07/08/2024 | 3,72% | 0,69 CHF | 0,70 CHF | 40 000 | 40 000 | 18 661 | 18 661 | 11 987 CHF | 12 329 CHF | 99,78% | 99,78% |
06/08/2024 | 4,11% | 0,64 CHF | 0,65 CHF | 40 000 | 40 000 | 20 456 | 20 456 | 12 856 CHF | 13 272 CHF | 94,56% | 94,56% |
02/08/2024 | 3,69% | 0,69 CHF | 0,70 CHF | 40 000 | 40 000 | 18 595 | 18 595 | 12 394 CHF | 12 735 CHF | 98,20% | 98,20% |
30/07/2024 | 4,04% | 0,38 CHF | 0,39 CHF | 50 000 | 50 000 | 26 118 | 26 118 | 10 511 CHF | 10 904 CHF | 99,81% | 99,81% |