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 | 0,33% | 4,67 CHF | 4,68 CHF | 75 000 | 75 000 | 74 198 | 74 198 | 339 097 CHF | 340 210 CHF | 98,36% | 98,36% |
14/08/2024 | 0,35% | 4,44 CHF | 4,46 CHF | 75 000 | 75 000 | 72 957 | 72 957 | 319 801 CHF | 320 901 CHF | 98,48% | 98,48% |
13/08/2024 | 0,35% | 4,28 CHF | 4,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 319 743 CHF | 320 866 CHF | 96,74% | 96,74% |
12/08/2024 | 0,37% | 4,27 CHF | 4,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 323 837 CHF | 325 040 CHF | 100,00% | 100,00% |
09/08/2024 | 0,36% | 4,21 CHF | 4,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 315 351 CHF | 316 488 CHF | 99,85% | 99,85% |
08/08/2024 | 0,45% | 4,13 CHF | 4,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 303 261 CHF | 304 624 CHF | 96,41% | 96,41% |
07/08/2024 | 0,37% | 4,15 CHF | 4,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 303 886 CHF | 305 006 CHF | 99,42% | 99,42% |
06/08/2024 | 0,55% | 3,85 CHF | 3,86 CHF | 75 000 | 75 000 | 54 468 | 54 468 | 210 855 CHF | 211 835 CHF | 98,15% | 98,15% |
02/08/2024 | 1,09% | 4,15 CHF | 4,19 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 84 994 CHF | 85 923 CHF | 94,86% | 94,86% |
31/07/2024 | 0,40% | 4,72 CHF | 4,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 235 183 CHF | 236 117 CHF | 22,37% | 22,37% |