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 | 0,71% | 4,37 CHF | 4,38 CHF | 20 000 | 10 000 | 20 000 | 5 805 | 94 216 CHF | 27 209 CHF | 99,34% | 99,34% |
14/08/2024 | 0,64% | 4,82 CHF | 4,83 CHF | 20 000 | 10 000 | 20 000 | 6 233 | 97 572 CHF | 30 532 CHF | 57,47% | 57,47% |
13/08/2024 | 0,65% | 4,92 CHF | 4,93 CHF | 20 000 | 10 000 | 12 418 | 5 993 | 62 379 CHF | 30 253 CHF | 85,38% | 85,38% |
12/08/2024 | 0,67% | 5,21 CHF | 5,22 CHF | 10 000 | 10 000 | 10 004 | 5 809 | 51 318 CHF | 30 141 CHF | 99,15% | 99,15% |
09/08/2024 | 0,64% | 5,12 CHF | 5,13 CHF | 10 000 | 10 000 | 10 000 | 5 831 | 52 789 CHF | 30 887 CHF | 97,74% | 97,74% |
08/08/2024 | 0,56% | 5,64 CHF | 5,65 CHF | 10 000 | 10 000 | 10 000 | 7 791 | 59 308 CHF | 46 277 CHF | 90,18% | 90,18% |
07/08/2024 | 0,40% | 5,78 CHF | 5,79 CHF | 10 000 | 10 000 | 10 000 | 8 305 | 58 410 CHF | 48 310 CHF | 33,38% | 33,38% |
06/08/2024 | 0,57% | 6,02 CHF | 6,03 CHF | 10 000 | 10 000 | 10 000 | 7 793 | 59 451 CHF | 46 624 CHF | 97,72% | 97,72% |
02/08/2024 | 0,44% | 5,92 CHF | 5,93 CHF | 10 000 | 10 000 | 10 000 | 7 323 | 57 401 CHF | 42 665 CHF | 38,67% | 38,67% |
30/07/2024 | 0,74% | 4,92 CHF | 4,93 CHF | 20 000 | 10 000 | 20 000 | 5 797 | 92 527 CHF | 27 081 CHF | 98,17% | 98,17% |