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 | 1,17% | 3,36 CHF | 3,37 CHF | 20 000 | 10 000 | 20 000 | 5 807 | 59 537 CHF | 17 828 CHF | 99,24% | 99,24% |
14/08/2024 | 1,12% | 2,85 CHF | 2,86 CHF | 20 000 | 10 000 | 20 000 | 6 244 | 55 457 CHF | 17 535 CHF | 57,08% | 57,08% |
13/08/2024 | 1,26% | 2,77 CHF | 2,78 CHF | 20 000 | 10 000 | 20 044 | 6 026 | 52 807 CHF | 16 205 CHF | 84,55% | 84,55% |
12/08/2024 | 1,31% | 2,51 CHF | 2,52 CHF | 20 000 | 10 000 | 21 758 | 5 806 | 55 689 CHF | 14 960 CHF | 98,95% | 98,95% |
09/08/2024 | 1,42% | 2,58 CHF | 2,59 CHF | 20 000 | 10 000 | 28 568 | 5 820 | 68 327 CHF | 14 210 CHF | 97,23% | 97,23% |
08/08/2024 | 2,06% | 2,06 CHF | 2,07 CHF | 30 000 | 10 000 | 36 565 | 7 802 | 61 315 CHF | 13 743 CHF | 90,44% | 90,44% |
07/08/2024 | 1,44% | 1,92 CHF | 1,93 CHF | 30 000 | 10 000 | 33 537 | 8 294 | 59 743 CHF | 15 643 CHF | 33,13% | 33,13% |
06/08/2024 | 2,05% | 1,58 CHF | 1,59 CHF | 40 000 | 10 000 | 37 220 | 7 788 | 60 779 CHF | 12 976 CHF | 97,04% | 97,04% |
02/08/2024 | 1,19% | 1,76 CHF | 1,77 CHF | 30 000 | 10 000 | 30 034 | 7 324 | 59 240 CHF | 14 043 CHF | 38,80% | 38,80% |
30/07/2024 | 1,03% | 3,01 CHF | 3,02 CHF | 20 000 | 10 000 | 20 000 | 5 802 | 65 668 CHF | 19 149 CHF | 97,99% | 97,99% |