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 | 0,50% | 4,78 CHF | 4,79 CHF | 44 000 | 44 000 | 20 258 | 20 258 | 95 385 CHF | 95 760 CHF | 98,86% | 98,86% |
14/08/2024 | 0,51% | 4,55 CHF | 4,56 CHF | 45 000 | 45 000 | 20 558 | 20 558 | 93 798 CHF | 94 174 CHF | 99,25% | 99,25% |
13/08/2024 | 0,51% | 4,52 CHF | 4,53 CHF | 46 000 | 46 000 | 20 844 | 20 844 | 94 278 CHF | 94 659 CHF | 99,99% | 99,99% |
12/08/2024 | 0,51% | 4,54 CHF | 4,55 CHF | 45 000 | 45 000 | 20 555 | 20 555 | 93 549 CHF | 93 926 CHF | 99,14% | 99,14% |
09/08/2024 | 0,52% | 4,54 CHF | 4,55 CHF | 45 000 | 45 000 | 20 856 | 20 856 | 94 280 CHF | 94 663 CHF | 99,72% | 99,72% |
08/08/2024 | 0,54% | 4,50 CHF | 4,51 CHF | 46 000 | 46 000 | 20 949 | 20 949 | 92 169 CHF | 92 553 CHF | 99,68% | 99,68% |
07/08/2024 | 0,54% | 4,48 CHF | 4,49 CHF | 46 000 | 46 000 | 20 721 | 20 721 | 92 322 CHF | 92 700 CHF | 97,80% | 97,80% |
06/08/2024 | 0,65% | 4,27 CHF | 4,28 CHF | 48 000 | 48 000 | 21 386 | 21 386 | 90 727 CHF | 91 164 CHF | 99,66% | 99,66% |
02/08/2024 | 0,50% | 4,41 CHF | 4,42 CHF | 46 000 | 46 000 | 20 623 | 20 623 | 93 967 CHF | 94 342 CHF | 97,67% | 97,67% |
30/07/2024 | 0,45% | 5,20 CHF | 5,21 CHF | 41 000 | 41 000 | 18 881 | 18 881 | 97 633 CHF | 97 980 CHF | 99,99% | 99,99% |