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 | 0,93% | 5,96 CHF | 5,99 CHF | 20 000 | 20 000 | 12 210 | 7 537 | 70 312 CHF | 44 221 CHF | 97,75% | 97,75% |
14/08/2024 | 0,96% | 5,63 CHF | 5,66 CHF | 20 000 | 20 000 | 12 312 | 7 699 | 67 815 CHF | 42 772 CHF | 85,76% | 85,76% |
13/08/2024 | 0,67% | 5,55 CHF | 5,57 CHF | 20 000 | 20 000 | 12 287 | 7 659 | 65 210 CHF | 41 341 CHF | 94,16% | 94,16% |
12/08/2024 | 0,70% | 5,29 CHF | 5,31 CHF | 20 000 | 20 000 | 12 666 | 7 490 | 64 225 CHF | 38 469 CHF | 99,08% | 99,08% |
09/08/2024 | 0,78% | 4,82 CHF | 4,84 CHF | 20 000 | 20 000 | 20 000 | 7 454 | 91 420 CHF | 34 686 CHF | 99,46% | 99,46% |
08/08/2024 | 0,83% | 4,42 CHF | 4,44 CHF | 30 000 | 30 000 | 22 226 | 11 342 | 95 742 CHF | 49 860 CHF | 96,08% | 96,08% |
07/08/2024 | 0,85% | 4,61 CHF | 4,63 CHF | 30 000 | 30 000 | 22 271 | 11 451 | 93 883 CHF | 49 896 CHF | 94,13% | 94,13% |
06/08/2024 | 0,87% | 3,96 CHF | 3,98 CHF | 30 000 | 30 000 | 22 165 | 11 195 | 88 892 CHF | 44 091 CHF | 96,91% | 96,91% |
02/08/2024 | 0,99% | 5,86 CHF | 5,89 CHF | 20 000 | 20 000 | 12 582 | 7 392 | 69 418 CHF | 42 197 CHF | 96,81% | 96,81% |
30/07/2024 | 0,95% | 5,45 CHF | 5,48 CHF | 20 000 | 20 000 | 12 144 | 7 430 | 68 487 CHF | 42 274 CHF | 98,92% | 98,92% |