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 | 1,13% | 3,22 CHF | 3,26 CHF | 20 000 | 20 000 | 20 000 | 19 790 | 60 424 CHF | 60 454 CHF | 99,10% | 99,10% |
14/08/2024 | 1,15% | 2,90 CHF | 2,93 CHF | 20 000 | 20 000 | 20 000 | 19 600 | 56 897 CHF | 56 380 CHF | 98,30% | 98,30% |
13/08/2024 | 1,15% | 2,61 CHF | 2,64 CHF | 25 000 | 25 000 | 25 601 | 25 000 | 65 336 CHF | 64 598 CHF | 96,81% | 96,81% |
12/08/2024 | 1,14% | 2,47 CHF | 2,50 CHF | 30 000 | 25 000 | 28 685 | 25 000 | 70 766 CHF | 62 437 CHF | 100,00% | 100,00% |
09/08/2024 | 1,17% | 2,35 CHF | 2,38 CHF | 30 000 | 25 000 | 29 683 | 25 000 | 70 971 CHF | 60 509 CHF | 99,29% | 99,29% |
08/08/2024 | 1,34% | 2,28 CHF | 2,31 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 61 713 CHF | 52 115 CHF | 97,21% | 97,21% |
07/08/2024 | 1,00% | 2,26 CHF | 2,28 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 64 114 CHF | 53 964 CHF | 99,53% | 99,53% |
06/08/2024 | 1,70% | 1,79 CHF | 1,81 CHF | 30 000 | 25 000 | 31 451 | 22 930 | 55 204 CHF | 40 977 CHF | 97,58% | 97,58% |
02/08/2024 | 8,90% | 1,81 CHF | 2,06 CHF | 30 000 | 2 000 | 23 259 | 2 000 | 60 862 CHF | 5 882 CHF | 97,43% | 97,43% |
31/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |