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 | 1,48% | 7,73 CHF | 7,79 CHF | 10 900 | 10 900 | 4 929 | 4 929 | 36 204 CHF | 36 637 CHF | 99,81% | 99,81% |
14/08/2024 | 1,50% | 6,61 CHF | 6,67 CHF | 11 900 | 11 900 | 5 434 | 5 434 | 35 627 CHF | 36 076 CHF | 99,25% | 99,25% |
13/08/2024 | 1,48% | 6,39 CHF | 6,44 CHF | 12 300 | 12 300 | 5 514 | 5 514 | 35 497 CHF | 35 924 CHF | 99,99% | 99,99% |
12/08/2024 | 1,47% | 6,73 CHF | 6,78 CHF | 12 100 | 12 100 | 5 479 | 5 479 | 35 844 CHF | 36 270 CHF | 99,13% | 99,13% |
09/08/2024 | 1,46% | 6,57 CHF | 6,62 CHF | 12 200 | 12 200 | 5 449 | 5 449 | 35 453 CHF | 35 877 CHF | 99,75% | 99,75% |
08/08/2024 | 1,45% | 6,39 CHF | 6,44 CHF | 13 300 | 13 300 | 6 079 | 6 079 | 36 167 CHF | 36 592 CHF | 98,58% | 98,58% |
07/08/2024 | 1,43% | 6,20 CHF | 6,25 CHF | 13 200 | 13 200 | 5 790 | 5 790 | 36 255 CHF | 36 678 CHF | 99,17% | 99,17% |
06/08/2024 | 1,65% | 5,97 CHF | 6,02 CHF | 13 700 | 13 700 | 6 109 | 6 109 | 36 063 CHF | 36 538 CHF | 99,25% | 99,25% |
02/08/2024 | 1,53% | 6,55 CHF | 6,62 CHF | 9 100 | 9 100 | 3 824 | 3 824 | 30 677 CHF | 31 093 CHF | 97,02% | 97,02% |
30/07/2024 | 1,46% | 11,51 CHF | 11,60 CHF | 7 300 | 7 300 | 3 353 | 3 353 | 36 501 CHF | 36 934 CHF | 99,82% | 99,82% |