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 | 0,76% | 4,86 CHF | 4,88 CHF | 30 000 | 30 000 | 22 211 | 11 306 | 104 577 CHF | 54 204 CHF | 97,77% | 97,77% |
14/08/2024 | 0,78% | 4,63 CHF | 4,65 CHF | 30 000 | 30 000 | 22 311 | 11 546 | 101 485 CHF | 52 900 CHF | 85,75% | 85,75% |
13/08/2024 | 0,81% | 4,57 CHF | 4,59 CHF | 30 000 | 30 000 | 22 277 | 11 466 | 98 028 CHF | 51 398 CHF | 94,06% | 94,06% |
12/08/2024 | 0,84% | 4,40 CHF | 4,42 CHF | 30 000 | 30 000 | 22 182 | 11 236 | 94 300 CHF | 48 424 CHF | 99,09% | 99,09% |
09/08/2024 | 0,46% | 4,09 CHF | 4,10 CHF | 30 000 | 30 000 | 22 157 | 11 177 | 87 012 CHF | 44 368 CHF | 99,44% | 99,44% |
08/08/2024 | 0,48% | 3,81 CHF | 3,82 CHF | 30 000 | 30 000 | 22 216 | 11 317 | 82 916 CHF | 42 884 CHF | 95,95% | 95,95% |
07/08/2024 | 0,49% | 3,94 CHF | 3,95 CHF | 30 000 | 30 000 | 22 273 | 11 455 | 81 710 CHF | 43 104 CHF | 94,15% | 94,15% |
06/08/2024 | 0,50% | 3,48 CHF | 3,49 CHF | 30 000 | 30 000 | 22 136 | 11 127 | 77 890 CHF | 38 522 CHF | 96,45% | 96,45% |
02/08/2024 | 0,80% | 4,74 CHF | 4,76 CHF | 30 000 | 30 000 | 22 126 | 11 102 | 99 835 CHF | 51 552 CHF | 96,93% | 96,93% |
30/07/2024 | 0,77% | 4,49 CHF | 4,51 CHF | 30 000 | 30 000 | 22 143 | 11 144 | 102 136 CHF | 51 785 CHF | 98,92% | 98,92% |