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 | 0,72% | 5,12 CHF | 5,13 CHF | 10 000 | 10 000 | 18 465 | 5 806 | 86 753 CHF | 27 998 CHF | 99,28% | 99,28% |
14/08/2024 | 0,69% | 4,59 CHF | 4,60 CHF | 20 000 | 10 000 | 20 000 | 6 243 | 90 277 CHF | 28 401 CHF | 57,36% | 57,36% |
13/08/2024 | 0,76% | 4,51 CHF | 4,52 CHF | 20 000 | 10 000 | 20 000 | 5 991 | 87 639 CHF | 26 576 CHF | 85,39% | 85,39% |
12/08/2024 | 0,78% | 4,26 CHF | 4,27 CHF | 20 000 | 10 000 | 20 000 | 5 811 | 86 435 CHF | 25 146 CHF | 99,07% | 99,07% |
09/08/2024 | 0,82% | 4,32 CHF | 4,33 CHF | 20 000 | 10 000 | 19 999 | 5 827 | 82 809 CHF | 24 376 CHF | 97,35% | 97,35% |
08/08/2024 | 1,00% | 3,80 CHF | 3,81 CHF | 20 000 | 10 000 | 20 000 | 7 797 | 68 664 CHF | 27 245 CHF | 90,28% | 90,28% |
07/08/2024 | 0,70% | 3,67 CHF | 3,68 CHF | 20 000 | 10 000 | 19 998 | 8 299 | 70 871 CHF | 30 054 CHF | 33,23% | 33,23% |
06/08/2024 | 1,01% | 3,30 CHF | 3,31 CHF | 20 000 | 10 000 | 20 000 | 7 797 | 67 166 CHF | 26 391 CHF | 97,56% | 97,56% |
02/08/2024 | 0,65% | 3,48 CHF | 3,49 CHF | 20 000 | 10 000 | 20 000 | 7 318 | 74 203 CHF | 26 720 CHF | 38,56% | 38,56% |
30/07/2024 | 0,67% | 4,79 CHF | 4,80 CHF | 20 000 | 10 000 | 11 252 | 5 799 | 56 804 CHF | 29 462 CHF | 98,19% | 98,19% |