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 | 1,22% | 3,46 CHF | 3,50 CHF | 25 000 | 25 000 | 24 867 | 24 812 | 83 087 CHF | 83 913 CHF | 98,38% | 98,38% |
14/08/2024 | 1,22% | 3,27 CHF | 3,31 CHF | 25 000 | 25 000 | 24 795 | 24 704 | 79 970 CHF | 80 649 CHF | 98,49% | 98,49% |
13/08/2024 | 1,25% | 3,05 CHF | 3,09 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 76 057 CHF | 77 015 CHF | 96,74% | 96,74% |
12/08/2024 | 1,23% | 3,17 CHF | 3,21 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 80 029 CHF | 81 019 CHF | 100,00% | 100,00% |
09/08/2024 | 1,21% | 3,18 CHF | 3,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 79 561 CHF | 80 528 CHF | 99,34% | 99,34% |
08/08/2024 | 1,31% | 3,08 CHF | 3,12 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 74 332 CHF | 75 309 CHF | 95,50% | 95,50% |
07/08/2024 | 1,07% | 3,17 CHF | 3,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 76 749 CHF | 77 571 CHF | 99,71% | 99,71% |
06/08/2024 | 1,75% | 2,67 CHF | 2,70 CHF | 25 000 | 25 000 | 22 928 | 22 928 | 62 663 CHF | 63 738 CHF | 98,19% | 98,19% |
02/08/2024 | 5,11% | 3,24 CHF | 3,43 CHF | 20 000 | 5 000 | 20 000 | 5 000 | 71 388 CHF | 18 780 CHF | 94,79% | 94,79% |
31/07/2024 | 1,34% | 4,94 CHF | 5,00 CHF | 20 000 | 20 000 | 19 735 | 18 601 | 97 502 CHF | 93 094 CHF | 29,36% | 29,36% |