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 | 2,83% | 1,03 CHF | 1,06 CHF | 25 000 | 25 000 | 24 798 | 24 798 | 26 175 CHF | 26 925 CHF | 98,36% | 98,36% |
14/08/2024 | 2,93% | 1,07 CHF | 1,10 CHF | 25 000 | 25 000 | 24 608 | 24 608 | 25 599 CHF | 26 353 CHF | 95,02% | 95,02% |
13/08/2024 | 2,67% | 1,09 CHF | 1,12 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 27 772 CHF | 28 522 CHF | 96,74% | 96,74% |
12/08/2024 | 2,63% | 1,12 CHF | 1,15 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 109 CHF | 28 859 CHF | 90,98% | 90,98% |
09/08/2024 | 2,63% | 1,10 CHF | 1,13 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 143 CHF | 28 893 CHF | 100,00% | 100,00% |
08/08/2024 | 2,42% | 1,18 CHF | 1,21 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 666 CHF | 31 416 CHF | 79,99% | 79,99% |
07/08/2024 | 2,57% | 1,15 CHF | 1,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 808 CHF | 29 558 CHF | 100,00% | 100,00% |
06/08/2024 | 3,00% | 1,23 CHF | 1,26 CHF | 25 000 | 25 000 | 19 855 | 19 855 | 25 017 CHF | 25 715 CHF | 99,56% | 99,56% |
02/08/2024 | 6,03% | 1,18 CHF | 1,26 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 5 780 CHF | 6 140 CHF | 92,59% | 92,59% |
31/07/2024 | 2,86% | 1,11 CHF | 1,14 CHF | 25 000 | 25 000 | 24 180 | 24 180 | 26 427 CHF | 27 185 CHF | 29,49% | 29,49% |