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 | 1,10% | 0,87 CHF | 0,88 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 9 334 CHF | 9 437 CHF | 100,00% | 100,00% |
14/08/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 9 664 CHF | 9 764 CHF | 100,00% | 100,00% |
13/08/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 10 281 CHF | 10 381 CHF | 100,00% | 100,00% |
12/08/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 10 335 CHF | 10 437 CHF | 100,00% | 100,00% |
09/08/2024 | 1,16% | 1,03 CHF | 1,04 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 10 250 CHF | 10 370 CHF | 100,00% | 100,00% |
08/08/2024 | 1,04% | 1,12 CHF | 1,13 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 11 345 CHF | 11 463 CHF | 100,00% | 100,00% |
07/08/2024 | 1,86% | 0,99 CHF | 1,00 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 9 795 CHF | 9 979 CHF | 100,00% | 100,00% |
06/08/2024 | 1,59% | 1,08 CHF | 1,09 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 10 921 CHF | 11 096 CHF | 100,00% | 100,00% |
02/08/2024 | 1,27% | 1,00 CHF | 1,01 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 14 230 CHF | 14 411 CHF | 100,00% | 100,00% |
31/07/2024 | 7,25% | 0,84 CHF | 0,90 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 11 405 CHF | 12 260 CHF | 35,73% | 35,73% |