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 | 0,58% | 26,79 CHF | 26,94 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 76 468 CHF | 76 912 CHF | 100,00% | 100,00% |
14/08/2024 | 0,59% | 23,80 CHF | 23,93 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 69 121 CHF | 69 531 CHF | 100,00% | 100,00% |
13/08/2024 | 0,62% | 21,71 CHF | 21,85 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 64 665 CHF | 65 065 CHF | 99,72% | 99,72% |
12/08/2024 | 0,60% | 21,60 CHF | 21,73 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 66 675 CHF | 67 073 CHF | 100,00% | 100,00% |
09/08/2024 | 0,63% | 20,91 CHF | 21,04 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 62 600 CHF | 62 994 CHF | 100,00% | 100,00% |
08/08/2024 | 0,67% | 20,04 CHF | 20,17 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 56 990 CHF | 57 375 CHF | 100,00% | 100,00% |
07/08/2024 | 0,61% | 20,12 CHF | 20,24 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 76 684 CHF | 77 155 CHF | 100,00% | 100,00% |
06/08/2024 | 0,65% | 17,10 CHF | 17,21 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 69 805 CHF | 70 260 CHF | 100,00% | 100,00% |
02/08/2024 | 0,84% | 21,01 CHF | 21,20 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 45 419 CHF | 45 801 CHF | 99,93% | 99,93% |
31/07/2024 | 9,10% | 28,95 CHF | 31,75 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 58 843 CHF | 64 450 CHF | 43,97% | 43,97% |