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 | 1,41% | 2,86 CHF | 2,87 CHF | 20 000 | 10 000 | 26 987 | 5 806 | 65 932 CHF | 14 873 CHF | 99,28% | 99,28% |
14/08/2024 | 1,37% | 2,34 CHF | 2,35 CHF | 30 000 | 10 000 | 30 000 | 6 246 | 68 039 CHF | 14 388 CHF | 57,28% | 57,28% |
13/08/2024 | 1,52% | 2,26 CHF | 2,27 CHF | 30 000 | 10 000 | 30 000 | 5 994 | 63 899 CHF | 13 089 CHF | 85,33% | 85,33% |
12/08/2024 | 1,63% | 2,00 CHF | 2,01 CHF | 30 000 | 10 000 | 30 000 | 5 809 | 61 920 CHF | 12 021 CHF | 99,06% | 99,06% |
09/08/2024 | 1,80% | 2,07 CHF | 2,08 CHF | 30 000 | 10 000 | 29 999 | 5 830 | 56 849 CHF | 11 298 CHF | 96,99% | 96,99% |
08/08/2024 | 2,98% | 1,56 CHF | 1,57 CHF | 40 000 | 10 000 | 47 595 | 7 799 | 56 034 CHF | 9 820 CHF | 90,38% | 90,38% |
07/08/2024 | 2,08% | 1,42 CHF | 1,43 CHF | 40 000 | 10 000 | 43 586 | 8 303 | 56 090 CHF | 11 490 CHF | 33,34% | 33,34% |
06/08/2024 | 2,95% | 1,09 CHF | 1,10 CHF | 50 000 | 10 000 | 49 042 | 7 776 | 55 864 CHF | 9 093 CHF | 96,98% | 96,98% |
02/08/2024 | 1,58% | 1,26 CHF | 1,27 CHF | 40 000 | 10 000 | 38 615 | 7 300 | 56 050 CHF | 10 342 CHF | 38,36% | 38,36% |
30/07/2024 | 1,22% | 2,50 CHF | 2,51 CHF | 20 000 | 10 000 | 20 049 | 5 797 | 55 495 CHF | 16 149 CHF | 98,08% | 98,08% |