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 | 0,74% | 5,48 CHF | 5,52 CHF | 20 000 | 20 000 | 19 685 | 19 685 | 103 364 CHF | 104 128 CHF | 99,17% | 99,17% |
14/08/2024 | 0,73% | 5,11 CHF | 5,15 CHF | 20 000 | 20 000 | 19 495 | 19 495 | 98 524 CHF | 99 236 CHF | 98,43% | 98,43% |
13/08/2024 | 0,73% | 4,79 CHF | 4,82 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 94 397 CHF | 95 088 CHF | 96,85% | 96,85% |
12/08/2024 | 0,71% | 4,62 CHF | 4,65 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 92 382 CHF | 93 040 CHF | 99,98% | 99,98% |
09/08/2024 | 0,73% | 4,48 CHF | 4,51 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 90 490 CHF | 91 154 CHF | 99,84% | 99,84% |
08/08/2024 | 0,79% | 4,39 CHF | 4,42 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 82 382 CHF | 83 032 CHF | 97,43% | 97,43% |
07/08/2024 | 0,67% | 4,36 CHF | 4,39 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 105 108 CHF | 105 811 CHF | 99,83% | 99,83% |
06/08/2024 | 1,07% | 3,75 CHF | 3,78 CHF | 25 000 | 25 000 | 22 940 | 18 819 | 85 040 CHF | 70 236 CHF | 98,51% | 98,51% |
02/08/2024 | 3,56% | 3,99 CHF | 4,16 CHF | 20 000 | 2 500 | 19 207 | 2 500 | 87 761 CHF | 11 894 CHF | 97,91% | 97,91% |
31/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |