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 | 0,33% | 3,19 CHF | 3,20 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 30 663 CHF | 30 764 CHF | 100,00% | 100,00% |
14/08/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 29 725 CHF | 29 825 CHF | 100,00% | 100,00% |
13/08/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 28 279 CHF | 28 379 CHF | 100,00% | 100,00% |
12/08/2024 | 0,34% | 2,89 CHF | 2,90 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 29 549 CHF | 29 651 CHF | 100,00% | 100,00% |
09/08/2024 | 0,36% | 2,95 CHF | 2,96 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 29 704 CHF | 29 813 CHF | 100,00% | 100,00% |
08/08/2024 | 0,39% | 2,89 CHF | 2,90 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 28 090 CHF | 28 200 CHF | 100,00% | 100,00% |
07/08/2024 | 0,35% | 2,93 CHF | 2,94 CHF | 10 000 | 10 000 | 13 125 | 13 125 | 41 087 CHF | 41 230 CHF | 100,00% | 100,00% |
06/08/2024 | 0,41% | 2,75 CHF | 2,76 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 27 039 CHF | 27 150 CHF | 100,00% | 100,00% |
02/08/2024 | 0,41% | 3,31 CHF | 3,33 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 35 517 CHF | 35 663 CHF | 100,00% | 100,00% |
30/07/2024 | 0,34% | 4,36 CHF | 4,37 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 43 893 CHF | 44 041 CHF | 100,00% | 100,00% |