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 | 3,47% | 0,29 CHF | 0,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 194 CHF | 14 694 CHF | 100,00% | 100,00% |
14/08/2024 | 3,60% | 0,28 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 629 CHF | 14 129 CHF | 100,00% | 100,00% |
13/08/2024 | 4,09% | 0,25 CHF | 0,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 979 CHF | 12 479 CHF | 100,00% | 100,00% |
12/08/2024 | 4,02% | 0,25 CHF | 0,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 190 CHF | 12 690 CHF | 100,00% | 100,00% |
09/08/2024 | 4,04% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 128 CHF | 12 628 CHF | 100,00% | 100,00% |
08/08/2024 | 4,30% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 388 CHF | 11 888 CHF | 100,00% | 100,00% |
07/08/2024 | 4,13% | 0,25 CHF | 0,26 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 14 266 CHF | 14 866 CHF | 100,00% | 100,00% |
06/08/2024 | 4,72% | 0,21 CHF | 0,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 10 368 CHF | 10 868 CHF | 100,00% | 100,00% |
02/08/2024 | 3,06% | 0,29 CHF | 0,30 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 11 318 CHF | 11 668 CHF | 100,00% | 100,00% |
31/07/2024 | 12,08% | 0,37 CHF | 0,41 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 13 080 CHF | 14 762 CHF | 43,94% | 43,94% |