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 | 1,33% | 6,67 CHF | 6,70 CHF | 6 600 | 6 600 | 3 074 | 3 074 | 19 325 CHF | 19 516 CHF | 97,91% | 97,91% |
14/08/2024 | 1,35% | 5,98 CHF | 6,01 CHF | 6 500 | 6 500 | 2 887 | 2 887 | 17 749 CHF | 17 934 CHF | 98,84% | 98,84% |
13/08/2024 | 1,36% | 6,29 CHF | 6,32 CHF | 6 900 | 6 900 | 3 201 | 3 201 | 18 761 CHF | 18 952 CHF | 99,97% | 99,97% |
12/08/2024 | 1,39% | 5,96 CHF | 5,99 CHF | 6 800 | 6 800 | 3 038 | 3 038 | 17 722 CHF | 17 911 CHF | 99,11% | 99,11% |
09/08/2024 | 1,32% | 5,95 CHF | 5,98 CHF | 7 100 | 7 100 | 3 217 | 3 217 | 18 633 CHF | 18 825 CHF | 98,14% | 98,14% |
08/08/2024 | 1,33% | 5,35 CHF | 5,37 CHF | 8 500 | 8 500 | 3 822 | 3 822 | 19 021 CHF | 19 200 CHF | 97,75% | 97,75% |
07/08/2024 | 1,33% | 5,04 CHF | 5,06 CHF | 8 800 | 8 800 | 4 049 | 4 049 | 19 488 CHF | 19 678 CHF | 96,35% | 96,35% |
06/08/2024 | 1,49% | 4,51 CHF | 4,53 CHF | 9 100 | 9 100 | 4 251 | 4 251 | 18 991 CHF | 19 195 CHF | 90,52% | 90,52% |
02/08/2024 | 6,28% | 4,68 CHF | 4,70 CHF | 7 800 | 7 800 | 2 719 | 2 719 | 14 541 CHF | 14 987 CHF | 76,80% | 86,08% |
30/07/2024 | - | 5,85 CHF | - CHF | 6 900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,48% |