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 | 0,47% | 5,21 CHF | 5,43 CHF | 1 800 | 1 800 | 11 418 | 11 418 | 65 664 CHF | 65 904 CHF | 98,89% | 98,89% |
14/08/2024 | 0,39% | 6,21 CHF | 6,42 CHF | 1 900 | 1 900 | 12 114 | 12 114 | 82 037 CHF | 82 290 CHF | 98,13% | 98,13% |
13/08/2024 | 0,39% | 6,20 CHF | 6,46 CHF | 1 500 | 1 500 | 9 715 | 9 715 | 72 426 CHF | 72 631 CHF | 98,84% | 98,84% |
12/08/2024 | 0,33% | 7,42 CHF | 7,62 CHF | 1 900 | 1 900 | 12 318 | 12 318 | 87 852 CHF | 88 106 CHF | 97,91% | 97,91% |
09/08/2024 | 0,53% | 6,24 CHF | 6,68 CHF | 900 | 900 | 5 748 | 5 748 | 52 590 CHF | 52 774 CHF | 98,57% | 98,57% |
08/08/2024 | 0,42% | 13,78 CHF | 14,43 CHF | 600 | 600 | 3 832 | 3 832 | 57 777 CHF | 57 941 CHF | 97,80% | 97,80% |
07/08/2024 | 0,24% | 19,46 CHF | 19,84 CHF | 1 000 | 1 000 | 6 246 | 6 246 | 101 359 CHF | 101 558 CHF | 98,24% | 98,24% |
06/08/2024 | - | 11,69 CHF | - CHF | 300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,37% |
02/08/2024 | 0,28% | 16,12 CHF | 16,49 CHF | 1 100 | 1 100 | 6 553 | 6 553 | 90 666 CHF | 90 874 CHF | 97,87% | 97,87% |
30/07/2024 | 0,40% | 14,92 CHF | 15,45 CHF | 800 | 800 | 4 586 | 4 586 | 59 993 CHF | 60 188 CHF | 98,70% | 98,70% |