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 | 1,15% | 4,24 CHF | 4,25 CHF | 19 800 | 19 800 | 8 934 | 8 934 | 36 245 CHF | 36 527 CHF | 99,78% | 99,78% |
14/08/2024 | 1,28% | 3,77 CHF | 3,78 CHF | 19 100 | 19 100 | 8 385 | 8 385 | 33 457 CHF | 33 763 CHF | 99,67% | 99,67% |
13/08/2024 | 1,22% | 4,18 CHF | 4,19 CHF | 18 800 | 18 800 | 8 583 | 8 583 | 35 246 CHF | 35 544 CHF | 99,99% | 99,99% |
12/08/2024 | 1,22% | 4,17 CHF | 4,18 CHF | 18 900 | 18 900 | 8 629 | 8 629 | 35 268 CHF | 35 565 CHF | 99,22% | 99,22% |
09/08/2024 | 1,25% | 4,08 CHF | 4,09 CHF | 18 300 | 18 300 | 8 150 | 8 150 | 33 382 CHF | 33 680 CHF | 99,88% | 99,88% |
08/08/2024 | 1,19% | 4,10 CHF | 4,11 CHF | 21 200 | 21 200 | 9 633 | 9 633 | 36 917 CHF | 37 222 CHF | 99,86% | 99,86% |
07/08/2024 | 1,15% | 3,79 CHF | 3,80 CHF | 20 900 | 20 900 | 9 262 | 9 262 | 35 524 CHF | 35 815 CHF | 99,57% | 99,57% |
06/08/2024 | 1,45% | 3,63 CHF | 3,64 CHF | 21 900 | 21 900 | 9 816 | 9 816 | 35 086 CHF | 35 435 CHF | 98,69% | 98,69% |
02/08/2024 | 1,22% | 3,75 CHF | 3,76 CHF | 18 300 | 18 300 | 8 021 | 8 021 | 32 594 CHF | 32 882 CHF | 97,98% | 97,98% |
30/07/2024 | 1,27% | 5,14 CHF | 5,16 CHF | 14 400 | 14 400 | 6 434 | 6 434 | 33 936 CHF | 34 255 CHF | 99,17% | 99,17% |