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 | 8,03% | 10,51 CHF | 11,01 CHF | 10 000 | 3 000 | 10 000 | 1 125 | 105 755 CHF | 12 473 CHF | 98,80% | 98,80% |
14/08/2024 | 8,25% | 9,86 CHF | 10,36 CHF | 10 000 | 3 000 | 10 000 | 1 153 | 102 231 CHF | 12 416 CHF | 85,67% | 85,67% |
13/08/2024 | 8,71% | 10,76 CHF | 11,26 CHF | 10 000 | 3 000 | 10 000 | 1 144 | 98 151 CHF | 12 451 CHF | 93,95% | 93,95% |
12/08/2024 | 6,50% | 9,79 CHF | 10,09 CHF | 10 000 | 5 000 | 10 000 | 1 989 | 80 555 CHF | 18 216 CHF | 87,37% | 87,37% |
09/08/2024 | 7,42% | 6,94 CHF | 7,24 CHF | 10 000 | 5 000 | 10 000 | 1 870 | 69 199 CHF | 13 707 CHF | 99,33% | 99,33% |
08/08/2024 | 8,48% | 6,53 CHF | 6,83 CHF | 10 000 | 5 000 | 10 000 | 1 756 | 61 685 CHF | 11 900 CHF | 92,02% | 92,02% |
07/08/2024 | 6,99% | 7,05 CHF | 7,35 CHF | 10 000 | 5 000 | 10 000 | 1 876 | 73 431 CHF | 14 417 CHF | 97,58% | 97,58% |
06/08/2024 | 7,71% | 6,84 CHF | 7,14 CHF | 10 000 | 5 000 | 10 000 | 1 861 | 67 038 CHF | 13 553 CHF | 96,95% | 96,95% |
02/08/2024 | 5,33% | 7,67 CHF | 7,97 CHF | 10 000 | 3 000 | 10 000 | 1 113 | 97 161 CHF | 10 988 CHF | 97,67% | 97,67% |
30/07/2024 | 5,73% | 9,05 CHF | 9,35 CHF | 10 000 | 3 000 | 10 000 | 1 115 | 90 960 CHF | 10 739 CHF | 98,92% | 98,92% |