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 | 2,63% | 6,82 CHF | 6,92 CHF | 50 000 | 50 000 | 18 051 | 18 051 | 122 833 CHF | 125 436 CHF | 96,63% | 96,63% |
14/08/2024 | 2,68% | 6,51 CHF | 6,61 CHF | 50 000 | 50 000 | 20 243 | 20 243 | 130 041 CHF | 132 809 CHF | 77,00% | 77,00% |
13/08/2024 | 1,44% | 6,36 CHF | 6,41 CHF | 50 000 | 50 000 | 19 525 | 19 525 | 120 253 CHF | 121 610 CHF | 90,59% | 90,59% |
12/08/2024 | 1,47% | 6,00 CHF | 6,05 CHF | 50 000 | 50 000 | 19 092 | 19 092 | 113 194 CHF | 114 535 CHF | 94,00% | 94,00% |
09/08/2024 | 1,52% | 5,78 CHF | 5,83 CHF | 50 000 | 50 000 | 19 037 | 19 037 | 109 654 CHF | 110 993 CHF | 94,46% | 94,46% |
08/08/2024 | 1,64% | 5,63 CHF | 5,68 CHF | 50 000 | 50 000 | 18 842 | 18 842 | 104 602 CHF | 105 934 CHF | 95,65% | 95,65% |
07/08/2024 | 1,52% | 5,96 CHF | 6,01 CHF | 50 000 | 50 000 | 18 697 | 18 697 | 110 879 CHF | 112 205 CHF | 98,48% | 98,48% |
06/08/2024 | 1,65% | 5,63 CHF | 5,68 CHF | 50 000 | 50 000 | 18 567 | 18 567 | 101 158 CHF | 102 479 CHF | 97,93% | 97,93% |
02/08/2024 | 2,82% | 5,97 CHF | 6,07 CHF | 50 000 | 50 000 | 18 595 | 18 595 | 113 846 CHF | 116 491 CHF | 97,66% | 97,66% |
30/07/2024 | 1,57% | 7,50 CHF | 7,60 CHF | 50 000 | 50 000 | 40 289 | 40 289 | 316 336 CHF | 320 608 CHF | 20,16% | 20,16% |