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 | 0,76% | 1,39 CHF | 1,40 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 32 786 CHF | 33 036 CHF | 100,00% | 100,00% |
14/08/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 397 CHF | 30 647 CHF | 100,00% | 100,00% |
13/08/2024 | 0,81% | 1,19 CHF | 1,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 654 CHF | 30 904 CHF | 100,00% | 100,00% |
12/08/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 733 CHF | 31 983 CHF | 100,00% | 100,00% |
09/08/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 35 987 CHF | 36 287 CHF | 100,00% | 100,00% |
08/08/2024 | 0,90% | 1,15 CHF | 1,16 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 33 138 CHF | 33 438 CHF | 100,00% | 100,00% |
07/08/2024 | 0,92% | 1,15 CHF | 1,16 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 37 855 CHF | 38 205 CHF | 100,00% | 100,00% |
06/08/2024 | 1,12% | 0,95 CHF | 0,96 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 31 231 CHF | 31 581 CHF | 100,00% | 100,00% |
02/08/2024 | 0,73% | 1,23 CHF | 1,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 043 CHF | 34 293 CHF | 100,00% | 100,00% |
30/07/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 877 CHF | 36 127 CHF | 100,00% | 100,00% |