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 | 1,14% | 3,44 CHF | 3,45 CHF | 20 000 | 10 000 | 20 000 | 5 806 | 61 017 CHF | 18 256 CHF | 99,09% | 99,09% |
14/08/2024 | 1,10% | 2,92 CHF | 2,93 CHF | 20 000 | 10 000 | 20 000 | 6 238 | 56 925 CHF | 17 979 CHF | 57,52% | 57,52% |
13/08/2024 | 1,22% | 2,84 CHF | 2,85 CHF | 20 000 | 10 000 | 20 000 | 5 998 | 54 205 CHF | 16 581 CHF | 84,95% | 84,95% |
12/08/2024 | 1,27% | 2,58 CHF | 2,59 CHF | 20 000 | 10 000 | 20 599 | 5 812 | 54 381 CHF | 15 407 CHF | 99,04% | 99,04% |
09/08/2024 | 1,37% | 2,65 CHF | 2,66 CHF | 20 000 | 10 000 | 24 715 | 5 829 | 60 722 CHF | 14 664 CHF | 97,35% | 97,35% |
08/08/2024 | 1,96% | 2,14 CHF | 2,15 CHF | 30 000 | 10 000 | 34 793 | 7 796 | 61 023 CHF | 14 305 CHF | 90,31% | 90,31% |
07/08/2024 | 1,38% | 2,00 CHF | 2,01 CHF | 30 000 | 10 000 | 33 208 | 8 301 | 61 668 CHF | 16 268 CHF | 33,29% | 33,29% |
06/08/2024 | 1,98% | 1,66 CHF | 1,67 CHF | 40 000 | 10 000 | 32 694 | 7 774 | 55 813 CHF | 13 527 CHF | 96,85% | 96,85% |
02/08/2024 | 1,16% | 1,83 CHF | 1,84 CHF | 30 000 | 10 000 | 30 000 | 7 299 | 61 435 CHF | 14 540 CHF | 38,43% | 38,43% |
30/07/2024 | 1,01% | 3,09 CHF | 3,10 CHF | 20 000 | 10 000 | 20 000 | 5 798 | 67 191 CHF | 19 578 CHF | 98,25% | 98,25% |