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 | 0,60% | 3,20 CHF | 3,22 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 62 742 CHF | 63 121 CHF | 100,00% | 100,00% |
14/08/2024 | 0,61% | 3,04 CHF | 3,06 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 70 312 CHF | 70 742 CHF | 100,00% | 100,00% |
13/08/2024 | 0,65% | 2,63 CHF | 2,65 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 62 512 CHF | 62 921 CHF | 100,00% | 100,00% |
12/08/2024 | 0,62% | 2,65 CHF | 2,67 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 026 CHF | 65 430 CHF | 100,00% | 100,00% |
09/08/2024 | 0,61% | 2,60 CHF | 2,62 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 62 770 CHF | 63 156 CHF | 100,00% | 100,00% |
08/08/2024 | 0,73% | 2,36 CHF | 2,38 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 56 439 CHF | 56 854 CHF | 100,00% | 100,00% |
07/08/2024 | 0,56% | 2,63 CHF | 2,64 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 82 102 CHF | 82 562 CHF | 100,00% | 100,00% |
06/08/2024 | 0,74% | 1,91 CHF | 1,92 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 62 996 CHF | 63 461 CHF | 100,00% | 100,00% |
02/08/2024 | 0,76% | 2,80 CHF | 2,82 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 61 659 CHF | 62 127 CHF | 100,00% | 100,00% |
31/07/2024 | 14,46% | 3,37 CHF | 3,89 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 66 388 CHF | 76 732 CHF | 43,93% | 43,93% |