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 | 0,58% | 6,42 CHF | 6,43 CHF | 44 000 | 44 000 | 17 682 | 17 682 | 112 576 CHF | 113 011 CHF | 99,88% | 99,88% |
14/08/2024 | 0,61% | 6,25 CHF | 6,26 CHF | 45 000 | 45 000 | 17 742 | 17 742 | 108 586 CHF | 109 019 CHF | 99,66% | 99,66% |
13/08/2024 | 0,67% | 5,67 CHF | 5,68 CHF | 48 000 | 48 000 | 19 369 | 19 369 | 106 287 CHF | 106 765 CHF | 99,98% | 99,98% |
12/08/2024 | 0,68% | 5,51 CHF | 5,52 CHF | 48 000 | 48 000 | 19 340 | 19 340 | 105 380 CHF | 105 855 CHF | 99,05% | 99,05% |
09/08/2024 | 0,65% | 5,43 CHF | 5,44 CHF | 49 000 | 49 000 | 19 930 | 19 930 | 108 549 CHF | 109 022 CHF | 92,68% | 92,68% |
08/08/2024 | 0,63% | 5,06 CHF | 5,07 CHF | 50 000 | 50 000 | 20 604 | 20 604 | 96 799 CHF | 97 212 CHF | 99,82% | 99,82% |
07/08/2024 | 0,59% | 4,73 CHF | 4,74 CHF | 52 000 | 52 000 | 20 763 | 20 763 | 104 524 CHF | 104 955 CHF | 93,65% | 93,65% |
06/08/2024 | 0,68% | 5,01 CHF | 5,02 CHF | 51 000 | 51 000 | 19 580 | 19 580 | 96 713 CHF | 97 124 CHF | 99,07% | 99,07% |
02/08/2024 | 0,84% | 4,85 CHF | 4,86 CHF | 52 000 | 52 000 | 19 936 | 19 936 | 99 414 CHF | 99 972 CHF | 99,16% | 99,16% |
30/07/2024 | 0,49% | 6,89 CHF | 6,90 CHF | 42 000 | 42 000 | 15 984 | 15 984 | 116 758 CHF | 117 143 CHF | 99,85% | 99,85% |