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 | 3,96% | 4,50 CHF | 4,60 CHF | 20 000 | 20 000 | 20 000 | 7 530 | 88 125 CHF | 34 542 CHF | 98,11% | 98,11% |
14/08/2024 | 1,80% | 4,83 CHF | 4,88 CHF | 20 000 | 20 000 | 20 000 | 11 851 | 86 085 CHF | 54 646 CHF | 40,47% | 40,47% |
13/08/2024 | 4,44% | 3,79 CHF | 3,89 CHF | 20 000 | 20 000 | 20 000 | 7 664 | 77 798 CHF | 30 815 CHF | 94,26% | 94,26% |
12/08/2024 | 4,53% | 3,90 CHF | 4,00 CHF | 20 000 | 20 000 | 20 000 | 7 476 | 76 969 CHF | 29 933 CHF | 99,00% | 99,00% |
09/08/2024 | 4,14% | 4,63 CHF | 4,73 CHF | 20 000 | 20 000 | 20 000 | 7 453 | 85 542 CHF | 33 911 CHF | 99,48% | 99,48% |
08/08/2024 | 3,74% | 4,11 CHF | 4,21 CHF | 20 000 | 20 000 | 19 320 | 7 586 | 88 827 CHF | 34 507 CHF | 94,97% | 94,97% |
07/08/2024 | 3,94% | 4,35 CHF | 4,45 CHF | 20 000 | 20 000 | 20 000 | 8 131 | 86 354 CHF | 35 798 CHF | 82,96% | 82,96% |
06/08/2024 | 3,88% | 4,88 CHF | 4,98 CHF | 20 000 | 20 000 | 20 000 | 6 873 | 93 297 CHF | 34 611 CHF | 93,74% | 93,74% |
02/08/2024 | 2,53% | 3,75 CHF | 3,80 CHF | 30 000 | 30 000 | 22 104 | 11 051 | 77 988 CHF | 40 539 CHF | 97,26% | 97,26% |
30/07/2024 | 2,73% | 3,39 CHF | 3,44 CHF | 30 000 | 30 000 | 22 141 | 11 137 | 71 388 CHF | 36 761 CHF | 98,91% | 98,91% |