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 | 0,99% | 3,91 CHF | 3,92 CHF | 20 000 | 10 000 | 20 000 | 5 806 | 70 338 CHF | 20 960 CHF | 99,27% | 99,27% |
14/08/2024 | 0,94% | 3,39 CHF | 3,40 CHF | 20 000 | 10 000 | 20 000 | 6 234 | 66 167 CHF | 20 847 CHF | 57,11% | 57,11% |
13/08/2024 | 1,05% | 3,30 CHF | 3,31 CHF | 20 000 | 10 000 | 20 000 | 6 016 | 63 473 CHF | 19 418 CHF | 84,81% | 84,81% |
12/08/2024 | 1,09% | 3,05 CHF | 3,06 CHF | 20 000 | 10 000 | 20 000 | 5 804 | 62 222 CHF | 18 090 CHF | 98,94% | 98,94% |
09/08/2024 | 1,16% | 3,11 CHF | 3,12 CHF | 20 000 | 10 000 | 19 999 | 5 829 | 58 718 CHF | 17 363 CHF | 97,09% | 97,09% |
08/08/2024 | 1,55% | 2,60 CHF | 2,61 CHF | 20 000 | 10 000 | 28 106 | 7 800 | 62 087 CHF | 17 901 CHF | 90,46% | 90,46% |
07/08/2024 | 1,09% | 2,46 CHF | 2,47 CHF | 30 000 | 10 000 | 26 703 | 8 300 | 61 941 CHF | 20 092 CHF | 33,28% | 33,28% |
06/08/2024 | 1,56% | 2,11 CHF | 2,12 CHF | 30 000 | 10 000 | 30 000 | 7 791 | 65 087 CHF | 17 109 CHF | 97,48% | 97,48% |
02/08/2024 | 0,95% | 2,29 CHF | 2,30 CHF | 30 000 | 10 000 | 25 134 | 7 311 | 62 130 CHF | 17 932 CHF | 38,58% | 38,58% |
30/07/2024 | 0,88% | 3,56 CHF | 3,57 CHF | 20 000 | 10 000 | 20 000 | 5 799 | 76 645 CHF | 22 322 CHF | 98,12% | 98,12% |