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 | 2,97% | 0,35 CHF | 0,36 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 33 280 CHF | 34 280 CHF | 100,00% | 100,00% |
14/08/2024 | 3,22% | 0,31 CHF | 0,32 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 30 603 CHF | 31 603 CHF | 100,00% | 100,00% |
13/08/2024 | 3,41% | 0,30 CHF | 0,31 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 28 839 CHF | 29 839 CHF | 100,00% | 100,00% |
12/08/2024 | 3,06% | 0,30 CHF | 0,31 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 32 271 CHF | 33 271 CHF | 100,00% | 100,00% |
09/08/2024 | 2,81% | 0,34 CHF | 0,35 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 31 604 CHF | 32 504 CHF | 100,00% | 100,00% |
08/08/2024 | 2,80% | 0,37 CHF | 0,38 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 28 203 CHF | 29 003 CHF | 100,00% | 100,00% |
07/08/2024 | 2,57% | 0,40 CHF | 0,41 CHF | 90 000 | 90 000 | 96 249 | 96 249 | 36 991 CHF | 37 953 CHF | 100,00% | 100,00% |
06/08/2024 | 2,78% | 0,37 CHF | 0,38 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 35 456 CHF | 36 456 CHF | 100,00% | 100,00% |
02/08/2024 | 2,68% | 0,32 CHF | 0,33 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 33 212 CHF | 34 112 CHF | 100,00% | 100,00% |
30/07/2024 | 2,28% | 0,42 CHF | 0,43 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 34 766 CHF | 35 566 CHF | 100,00% | 100,00% |