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 | 0,50% | 7,24 CHF | 7,26 CHF | 25 800 | 25 800 | 11 275 | 11 275 | 73 737 CHF | 74 036 CHF | 99,87% | 99,87% |
14/08/2024 | 0,55% | 5,96 CHF | 5,98 CHF | 29 800 | 29 800 | 12 487 | 12 487 | 69 502 CHF | 69 791 CHF | 99,48% | 99,48% |
13/08/2024 | 0,48% | 5,16 CHF | 5,17 CHF | 33 800 | 33 800 | 14 376 | 14 376 | 71 290 CHF | 71 549 CHF | 99,99% | 99,99% |
12/08/2024 | 0,51% | 4,99 CHF | 5,00 CHF | 35 400 | 35 400 | 15 160 | 15 160 | 70 335 CHF | 70 608 CHF | 99,02% | 99,02% |
09/08/2024 | 0,53% | 4,57 CHF | 4,58 CHF | 37 600 | 37 600 | 15 916 | 15 916 | 70 011 CHF | 70 293 CHF | 94,68% | 94,68% |
08/08/2024 | 0,67% | 3,97 CHF | 3,98 CHF | 45 800 | 45 800 | 19 453 | 19 453 | 71 717 CHF | 72 068 CHF | 99,59% | 99,59% |
07/08/2024 | 0,57% | 4,11 CHF | 4,12 CHF | 41 700 | 41 700 | 18 025 | 18 025 | 74 561 CHF | 74 884 CHF | 95,21% | 95,21% |
06/08/2024 | 0,63% | 3,62 CHF | 3,63 CHF | 41 800 | 41 800 | 16 648 | 16 648 | 64 930 CHF | 65 239 CHF | 99,00% | 99,00% |
02/08/2024 | 0,70% | 4,90 CHF | 4,92 CHF | 25 500 | 25 500 | 10 008 | 10 008 | 55 138 CHF | 55 462 CHF | 98,66% | 98,66% |
30/07/2024 | 0,45% | 8,54 CHF | 8,56 CHF | 17 100 | 17 100 | 7 065 | 7 065 | 67 652 CHF | 67 895 CHF | 99,81% | 99,81% |