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 | 2,20% | 6,00 CHF | 6,02 CHF | 10 000 | 10 000 | 3 453 | 3 453 | 21 035 CHF | 21 289 CHF | 99,89% | 99,89% |
14/08/2024 | 2,10% | 6,19 CHF | 6,21 CHF | 10 600 | 10 600 | 3 679 | 3 679 | 22 185 CHF | 22 433 CHF | 99,71% | 99,71% |
13/08/2024 | 2,14% | 5,63 CHF | 5,65 CHF | 11 900 | 11 900 | 4 060 | 4 060 | 22 165 CHF | 22 408 CHF | 100,00% | 100,00% |
12/08/2024 | 2,21% | 5,10 CHF | 5,11 CHF | 13 000 | 13 000 | 4 524 | 4 524 | 22 489 CHF | 22 732 CHF | 98,98% | 98,98% |
09/08/2024 | 2,28% | 5,10 CHF | 5,12 CHF | 11 800 | 11 800 | 4 146 | 4 146 | 21 032 CHF | 21 298 CHF | 97,60% | 97,60% |
08/08/2024 | 2,19% | 5,58 CHF | 5,60 CHF | 11 700 | 11 700 | 4 016 | 4 016 | 21 533 CHF | 21 785 CHF | 99,91% | 99,91% |
07/08/2024 | 2,14% | 5,22 CHF | 5,24 CHF | 11 500 | 11 500 | 4 125 | 4 125 | 21 895 CHF | 22 156 CHF | 94,51% | 94,51% |
06/08/2024 | 2,57% | 5,55 CHF | 5,57 CHF | 11 200 | 11 200 | 3 809 | 3 809 | 20 752 CHF | 21 031 CHF | 99,81% | 99,81% |
02/08/2024 | 2,82% | 6,77 CHF | 6,79 CHF | 9 900 | 9 900 | 3 261 | 3 261 | 21 889 CHF | 22 161 CHF | 99,25% | 99,25% |
30/07/2024 | 2,16% | 6,73 CHF | 6,75 CHF | 10 300 | 10 300 | 3 608 | 3 608 | 22 936 CHF | 23 192 CHF | 99,89% | 99,89% |