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 | 1,45% | 0,71 CHF | 0,72 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 27 496 CHF | 27 896 CHF | 100,00% | 100,00% |
14/08/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 23 267 CHF | 23 617 CHF | 100,00% | 100,00% |
13/08/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 25 875 CHF | 26 225 CHF | 88,91% | 88,91% |
12/08/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 26 250 CHF | 26 600 CHF | 100,00% | 100,00% |
09/08/2024 | 1,30% | 0,73 CHF | 0,74 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 26 860 CHF | 27 210 CHF | 99,99% | 99,99% |
08/08/2024 | 1,40% | 0,74 CHF | 0,75 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 24 917 CHF | 25 267 CHF | 100,00% | 100,00% |
07/08/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 25 488 CHF | 25 838 CHF | 100,00% | 100,00% |
06/08/2024 | 1,43% | 0,71 CHF | 0,72 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 24 375 CHF | 24 725 CHF | 100,00% | 100,00% |
02/08/2024 | 1,23% | 0,75 CHF | 0,76 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 24 315 CHF | 24 615 CHF | 100,00% | 100,00% |
30/07/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 23 239 CHF | 23 539 CHF | 100,00% | 100,00% |