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 | 4,83% | 3,69 CHF | 3,79 CHF | 20 000 | 20 000 | 20 000 | 7 527 | 72 114 CHF | 28 494 CHF | 98,09% | 98,09% |
14/08/2024 | 2,22% | 4,04 CHF | 4,09 CHF | 20 000 | 20 000 | 20 000 | 11 842 | 70 224 CHF | 45 190 CHF | 40,42% | 40,42% |
13/08/2024 | 5,53% | 3,01 CHF | 3,11 CHF | 20 000 | 20 000 | 20 000 | 7 671 | 62 080 CHF | 24 812 CHF | 94,30% | 94,30% |
12/08/2024 | 5,65% | 3,11 CHF | 3,21 CHF | 20 000 | 20 000 | 20 000 | 7 481 | 61 305 CHF | 24 091 CHF | 99,03% | 99,03% |
09/08/2024 | 5,04% | 3,87 CHF | 3,97 CHF | 20 000 | 20 000 | 20 000 | 7 448 | 70 217 CHF | 28 201 CHF | 99,26% | 99,26% |
08/08/2024 | 4,42% | 3,34 CHF | 3,44 CHF | 20 000 | 20 000 | 20 000 | 7 600 | 77 709 CHF | 28 894 CHF | 94,61% | 94,61% |
07/08/2024 | 4,75% | 3,59 CHF | 3,69 CHF | 20 000 | 20 000 | 20 000 | 8 133 | 71 332 CHF | 29 639 CHF | 82,98% | 82,98% |
06/08/2024 | 4,58% | 4,17 CHF | 4,27 CHF | 20 000 | 20 000 | 20 000 | 6 875 | 79 007 CHF | 29 816 CHF | 93,74% | 93,74% |
02/08/2024 | 3,17% | 3,03 CHF | 3,08 CHF | 30 000 | 30 000 | 22 104 | 11 048 | 62 248 CHF | 32 664 CHF | 97,26% | 97,26% |
30/07/2024 | 3,49% | 2,68 CHF | 2,73 CHF | 30 000 | 30 000 | 26 729 | 11 137 | 67 009 CHF | 28 856 CHF | 98,91% | 98,91% |