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 | 4,34% | 0,71 CHF | 0,74 CHF | 25 000 | 25 000 | 24 798 | 24 798 | 16 969 CHF | 17 718 CHF | 98,37% | 98,37% |
14/08/2024 | 4,35% | 0,67 CHF | 0,70 CHF | 25 000 | 25 000 | 24 608 | 24 608 | 17 203 CHF | 17 959 CHF | 95,01% | 95,01% |
13/08/2024 | 4,66% | 0,65 CHF | 0,68 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 728 CHF | 16 478 CHF | 96,74% | 96,74% |
12/08/2024 | 4,74% | 0,63 CHF | 0,66 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 451 CHF | 16 201 CHF | 90,98% | 90,98% |
09/08/2024 | 4,74% | 0,65 CHF | 0,68 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 455 CHF | 16 205 CHF | 100,00% | 100,00% |
08/08/2024 | 5,69% | 0,56 CHF | 0,59 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 12 876 CHF | 13 626 CHF | 79,99% | 79,99% |
07/08/2024 | 4,96% | 0,59 CHF | 0,62 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 14 767 CHF | 15 517 CHF | 100,00% | 100,00% |
06/08/2024 | 7,67% | 0,51 CHF | 0,54 CHF | 25 000 | 25 000 | 19 815 | 19 815 | 9 474 CHF | 10 172 CHF | 98,78% | 98,78% |
02/08/2024 | 12,24% | 0,52 CHF | 0,60 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 2 760 CHF | 3 120 CHF | 92,59% | 92,59% |
31/07/2024 | 4,71% | 0,64 CHF | 0,67 CHF | 25 000 | 25 000 | 24 180 | 24 180 | 15 889 CHF | 16 649 CHF | 29,49% | 29,49% |