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 | 6,01% | 0,49 CHF | 0,52 CHF | 25 000 | 25 000 | 24 783 | 24 783 | 11 778 CHF | 12 503 CHF | 94,95% | 94,95% |
14/08/2024 | 5,98% | 0,48 CHF | 0,51 CHF | 25 000 | 25 000 | 24 872 | 24 872 | 11 954 CHF | 12 688 CHF | 85,40% | 85,40% |
13/08/2024 | 6,00% | 0,48 CHF | 0,51 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 12 049 CHF | 12 795 CHF | 92,53% | 92,53% |
12/08/2024 | 5,84% | 0,50 CHF | 0,53 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 12 390 CHF | 13 135 CHF | 96,70% | 96,70% |
09/08/2024 | 5,81% | 0,48 CHF | 0,51 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 12 103 CHF | 12 827 CHF | 99,48% | 99,48% |
08/08/2024 | 6,04% | 0,48 CHF | 0,51 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 11 561 CHF | 12 281 CHF | 94,02% | 94,02% |
07/08/2024 | 5,51% | 0,51 CHF | 0,54 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 12 317 CHF | 13 015 CHF | 99,89% | 99,89% |
06/08/2024 | 7,49% | 0,48 CHF | 0,51 CHF | 25 000 | 25 000 | 19 940 | 19 940 | 9 398 CHF | 10 074 CHF | 98,42% | 98,42% |
02/08/2024 | 12,35% | 0,49 CHF | 0,56 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 2 646 CHF | 2 994 CHF | 94,93% | 94,93% |
31/07/2024 | 5,36% | 0,60 CHF | 0,63 CHF | 25 000 | 25 000 | 23 338 | 23 338 | 13 750 CHF | 14 478 CHF | 19,28% | 19,28% |