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 | 0,56% | 6,57 CHF | 6,58 CHF | 10 000 | 10 000 | 10 000 | 5 809 | 61 700 CHF | 36 397 CHF | 99,17% | 99,17% |
14/08/2024 | 0,53% | 6,02 CHF | 6,03 CHF | 10 000 | 10 000 | 10 000 | 6 252 | 59 469 CHF | 37 405 CHF | 57,09% | 57,09% |
13/08/2024 | 0,57% | 5,95 CHF | 5,96 CHF | 10 000 | 10 000 | 10 000 | 5 996 | 58 211 CHF | 35 224 CHF | 85,26% | 85,26% |
12/08/2024 | 0,59% | 5,70 CHF | 5,71 CHF | 10 000 | 10 000 | 10 000 | 5 813 | 57 640 CHF | 33 539 CHF | 98,99% | 98,99% |
09/08/2024 | 0,61% | 5,75 CHF | 5,76 CHF | 10 000 | 10 000 | 10 000 | 5 838 | 55 757 CHF | 32 798 CHF | 97,01% | 97,01% |
08/08/2024 | 0,70% | 5,24 CHF | 5,25 CHF | 10 000 | 10 000 | 17 257 | 7 797 | 82 927 CHF | 38 360 CHF | 89,84% | 89,84% |
07/08/2024 | 0,49% | 5,10 CHF | 5,11 CHF | 10 000 | 10 000 | 13 891 | 8 311 | 68 019 CHF | 41 982 CHF | 33,23% | 33,23% |
06/08/2024 | 0,71% | 4,71 CHF | 4,72 CHF | 20 000 | 10 000 | 19 986 | 7 798 | 95 401 CHF | 37 428 CHF | 97,61% | 97,61% |
02/08/2024 | 0,48% | 4,90 CHF | 4,91 CHF | 20 000 | 10 000 | 14 172 | 7 215 | 71 980 CHF | 36 653 CHF | 36,73% | 36,73% |
30/07/2024 | 0,52% | 6,26 CHF | 6,27 CHF | 10 000 | 10 000 | 10 000 | 5 803 | 65 293 CHF | 37 986 CHF | 97,97% | 97,97% |