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 | 0,66% | 4,35 CHF | 4,36 CHF | 32 200 | 32 200 | 18 015 | 18 015 | 77 944 CHF | 78 377 CHF | 99,88% | 99,88% |
14/08/2024 | 0,61% | 4,62 CHF | 4,63 CHF | 31 300 | 31 300 | 17 245 | 17 245 | 80 643 CHF | 81 054 CHF | 99,55% | 99,55% |
13/08/2024 | 0,59% | 4,87 CHF | 4,88 CHF | 26 500 | 26 500 | 14 537 | 14 537 | 75 839 CHF | 76 215 CHF | 99,97% | 99,97% |
12/08/2024 | 0,57% | 5,45 CHF | 5,46 CHF | 26 100 | 26 100 | 14 385 | 14 385 | 79 288 CHF | 79 662 CHF | 99,20% | 99,20% |
09/08/2024 | 0,41% | 5,74 CHF | 5,75 CHF | 25 100 | 25 100 | 13 599 | 13 599 | 78 333 CHF | 78 602 CHF | 98,30% | 98,30% |
08/08/2024 | 0,37% | 6,03 CHF | 6,04 CHF | 22 700 | 22 700 | 12 235 | 12 235 | 75 552 CHF | 75 797 CHF | 99,25% | 99,25% |
07/08/2024 | 0,42% | 5,43 CHF | 5,44 CHF | 22 600 | 22 600 | 12 419 | 12 419 | 67 661 CHF | 67 910 CHF | 96,07% | 96,07% |
06/08/2024 | 0,42% | 5,71 CHF | 5,72 CHF | 21 000 | 21 000 | 11 060 | 11 060 | 68 151 CHF | 68 395 CHF | 98,29% | 98,29% |
02/08/2024 | 0,29% | 5,67 CHF | 5,68 CHF | 32 800 | 32 800 | 17 383 | 17 383 | 96 337 CHF | 96 583 CHF | 89,75% | 89,75% |
30/07/2024 | - | 4,42 CHF | - CHF | 37 300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,18% |