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 | 0,84% | 3,49 CHF | 3,52 CHF | 24 000 | 24 000 | 24 000 | 24 000 | 85 421 CHF | 86 141 CHF | 99,98% | 99,98% |
14/08/2024 | 0,86% | 3,52 CHF | 3,55 CHF | 24 000 | 24 000 | 23 961 | 23 961 | 83 512 CHF | 84 231 CHF | 99,73% | 99,73% |
13/08/2024 | 0,60% | 4,91 CHF | 4,94 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 134 253 CHF | 135 063 CHF | 99,99% | 99,99% |
12/08/2024 | 0,62% | 4,78 CHF | 4,81 CHF | 27 000 | 27 000 | 26 995 | 26 995 | 129 980 CHF | 130 790 CHF | 98,73% | 98,73% |
09/08/2024 | 0,61% | 4,88 CHF | 4,91 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 131 800 CHF | 132 610 CHF | 99,99% | 99,99% |
08/08/2024 | 0,57% | 5,07 CHF | 5,10 CHF | 27 000 | 27 000 | 27 896 | 27 896 | 147 068 CHF | 147 905 CHF | 99,97% | 99,97% |
07/08/2024 | 0,58% | 5,09 CHF | 5,12 CHF | 27 000 | 27 000 | 27 869 | 27 869 | 144 736 CHF | 145 572 CHF | 99,98% | 99,98% |
06/08/2024 | 0,56% | 5,29 CHF | 5,32 CHF | 28 000 | 28 000 | 28 000 | 28 000 | 149 036 CHF | 149 876 CHF | 99,82% | 99,82% |
02/08/2024 | 0,59% | 5,20 CHF | 5,23 CHF | 28 000 | 28 000 | 27 218 | 27 218 | 138 343 CHF | 139 160 CHF | 99,82% | 99,82% |
31/07/2024 | 0,64% | 4,74 CHF | 4,77 CHF | 27 000 | 27 000 | 26 575 | 26 575 | 125 143 CHF | 125 940 CHF | 40,54% | 40,54% |