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 | 0,35% | 3,55 CHF | 3,56 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 29 079 CHF | 29 182 CHF | 100,00% | 100,00% |
14/08/2024 | 0,38% | 3,04 CHF | 3,05 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 27 684 CHF | 27 789 CHF | 100,00% | 100,00% |
13/08/2024 | 0,37% | 3,09 CHF | 3,10 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 27 192 CHF | 27 293 CHF | 100,00% | 100,00% |
12/08/2024 | 0,38% | 2,92 CHF | 2,94 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 27 181 CHF | 27 284 CHF | 100,00% | 100,00% |
09/08/2024 | 0,49% | 2,99 CHF | 3,00 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 26 663 CHF | 26 795 CHF | 100,00% | 100,00% |
08/08/2024 | 0,52% | 2,85 CHF | 2,87 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 25 154 CHF | 25 285 CHF | 100,00% | 100,00% |
07/08/2024 | 0,35% | 3,02 CHF | 3,03 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 28 764 CHF | 28 864 CHF | 99,72% | 99,72% |
06/08/2024 | 0,41% | 2,51 CHF | 2,52 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 22 223 CHF | 22 313 CHF | 100,00% | 100,00% |
02/08/2024 | 0,45% | 2,74 CHF | 2,76 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 19 924 CHF | 20 013 CHF | 100,00% | 100,00% |
30/07/2024 | 0,35% | 6,04 CHF | 6,06 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 29 143 CHF | 29 245 CHF | 100,00% | 100,00% |