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 | 1,57% | 5,72 CHF | 5,82 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 63 627 CHF | 32 314 CHF | 99,41% | 99,41% |
14/08/2024 | 1,49% | 6,95 CHF | 7,05 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 66 699 CHF | 33 850 CHF | 85,71% | 85,71% |
13/08/2024 | 1,43% | 6,93 CHF | 7,03 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 69 363 CHF | 35 181 CHF | 91,55% | 91,55% |
12/08/2024 | 1,54% | 6,62 CHF | 6,72 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 64 591 CHF | 32 795 CHF | 99,28% | 99,28% |
09/08/2024 | 1,65% | 6,26 CHF | 6,36 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 59 983 CHF | 30 492 CHF | 99,24% | 99,24% |
08/08/2024 | 1,56% | 6,30 CHF | 6,40 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 63 500 CHF | 32 250 CHF | 95,53% | 95,53% |
07/08/2024 | 1,77% | 5,86 CHF | 5,96 CHF | 10 000 | 5 000 | 10 005 | 5 000 | 56 214 CHF | 28 594 CHF | 99,15% | 99,15% |
06/08/2024 | 1,49% | 6,63 CHF | 6,73 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 66 700 CHF | 33 850 CHF | 95,97% | 95,97% |
02/08/2024 | 1,02% | 5,20 CHF | 5,25 CHF | 10 000 | 10 000 | 17 890 | 10 000 | 86 778 CHF | 49 268 CHF | 97,10% | 97,10% |
30/07/2024 | 1,61% | 3,10 CHF | 3,15 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 61 506 CHF | 31 253 CHF | 98,82% | 98,82% |