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 | 1,54% | 6,77 CHF | 6,87 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 129 146 CHF | 131 146 CHF | 99,34% | 99,34% |
14/08/2024 | 1,61% | 6,13 CHF | 6,23 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 123 288 CHF | 125 288 CHF | 85,68% | 85,68% |
13/08/2024 | 1,69% | 6,04 CHF | 6,14 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 117 425 CHF | 119 425 CHF | 91,53% | 93,50% |
12/08/2024 | 1,72% | 5,78 CHF | 5,88 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 115 436 CHF | 117 436 CHF | 99,45% | 99,45% |
09/08/2024 | 0,88% | 5,80 CHF | 5,85 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 113 606 CHF | 114 606 CHF | 98,94% | 98,94% |
08/08/2024 | 0,97% | 5,41 CHF | 5,46 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 102 628 CHF | 103 628 CHF | 92,56% | 92,56% |
07/08/2024 | 0,93% | 5,54 CHF | 5,59 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 107 322 CHF | 108 322 CHF | 99,11% | 99,11% |
06/08/2024 | 0,99% | 5,17 CHF | 5,22 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 100 578 CHF | 101 578 CHF | 97,26% | 97,26% |
02/08/2024 | 1,78% | 5,29 CHF | 5,39 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 111 614 CHF | 113 614 CHF | 96,54% | 96,54% |
30/07/2024 | 1,50% | 6,43 CHF | 6,53 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 132 490 CHF | 134 490 CHF | 98,77% | 98,77% |