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 | 0,42% | 23,15 CHF | 23,24 CHF | 10 000 | 10 000 | 9 955 | 9 955 | 216 728 CHF | 217 625 CHF | 100,00% | 100,00% |
14/08/2024 | 0,39% | 20,71 CHF | 20,79 CHF | 10 000 | 10 000 | 9 977 | 9 977 | 204 814 CHF | 205 613 CHF | 100,00% | 100,00% |
13/08/2024 | 0,42% | 19,54 CHF | 19,62 CHF | 10 000 | 10 000 | 9 956 | 9 956 | 189 496 CHF | 190 295 CHF | 100,00% | 100,00% |
12/08/2024 | 0,41% | 19,24 CHF | 19,32 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 194 899 CHF | 195 699 CHF | 100,00% | 100,00% |
09/08/2024 | 0,41% | 19,65 CHF | 19,73 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 196 712 CHF | 197 512 CHF | 100,00% | 100,00% |
08/08/2024 | 0,45% | 19,00 CHF | 19,08 CHF | 10 000 | 10 000 | 9 952 | 9 952 | 180 163 CHF | 180 961 CHF | 100,00% | 100,00% |
07/08/2024 | 0,37% | 19,66 CHF | 19,73 CHF | 10 000 | 10 000 | 9 996 | 9 996 | 188 282 CHF | 188 982 CHF | 100,00% | 100,00% |
06/08/2024 | 0,43% | 17,03 CHF | 17,10 CHF | 10 000 | 10 000 | 9 951 | 9 951 | 164 638 CHF | 165 336 CHF | 100,00% | 100,00% |
02/08/2024 | 0,44% | 19,02 CHF | 19,11 CHF | 10 000 | 10 000 | 9 935 | 9 935 | 207 706 CHF | 208 603 CHF | 100,00% | 100,00% |
30/07/2024 | 0,42% | 26,11 CHF | 26,22 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 261 102 CHF | 262 202 CHF | 100,00% | 100,00% |