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 | 0,82% | 4,62 CHF | 4,63 CHF | 20 000 | 10 000 | 20 000 | 5 806 | 84 469 CHF | 25 069 CHF | 99,25% | 99,25% |
14/08/2024 | 0,77% | 4,09 CHF | 4,10 CHF | 20 000 | 10 000 | 20 000 | 6 247 | 80 263 CHF | 25 293 CHF | 57,24% | 57,24% |
13/08/2024 | 0,85% | 4,01 CHF | 4,02 CHF | 20 000 | 10 000 | 20 000 | 5 994 | 77 602 CHF | 23 582 CHF | 85,32% | 85,32% |
12/08/2024 | 0,88% | 3,75 CHF | 3,76 CHF | 20 000 | 10 000 | 20 000 | 5 807 | 76 377 CHF | 22 207 CHF | 98,99% | 98,99% |
09/08/2024 | 0,93% | 3,82 CHF | 3,83 CHF | 20 000 | 10 000 | 19 999 | 5 830 | 72 784 CHF | 21 464 CHF | 97,46% | 97,46% |
08/08/2024 | 1,17% | 3,30 CHF | 3,31 CHF | 20 000 | 10 000 | 20 000 | 7 800 | 58 701 CHF | 23 368 CHF | 90,44% | 90,44% |
07/08/2024 | 0,82% | 3,17 CHF | 3,18 CHF | 20 000 | 10 000 | 19 999 | 8 302 | 60 913 CHF | 25 925 CHF | 33,15% | 33,15% |
06/08/2024 | 1,18% | 2,81 CHF | 2,82 CHF | 20 000 | 10 000 | 20 000 | 7 786 | 57 282 CHF | 22 506 CHF | 97,55% | 97,55% |
02/08/2024 | 0,75% | 2,99 CHF | 3,00 CHF | 20 000 | 10 000 | 20 000 | 7 313 | 64 215 CHF | 23 060 CHF | 38,50% | 38,50% |
30/07/2024 | 0,75% | 4,28 CHF | 4,29 CHF | 20 000 | 10 000 | 20 000 | 5 800 | 91 030 CHF | 26 495 CHF | 98,08% | 98,08% |