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% | 6,24 CHF | 6,27 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 42 418 CHF | 42 620 CHF | 100,00% | 100,00% |
14/08/2024 | 0,45% | 6,10 CHF | 6,13 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 48 039 CHF | 48 256 CHF | 100,00% | 100,00% |
13/08/2024 | 0,49% | 5,55 CHF | 5,57 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 42 268 CHF | 42 474 CHF | 100,00% | 100,00% |
12/08/2024 | 0,49% | 5,31 CHF | 5,34 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 44 119 CHF | 44 337 CHF | 100,00% | 100,00% |
09/08/2024 | 0,52% | 5,70 CHF | 5,72 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 45 846 CHF | 46 088 CHF | 100,00% | 100,00% |
08/08/2024 | 0,55% | 5,61 CHF | 5,64 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 43 021 CHF | 43 259 CHF | 100,00% | 100,00% |
07/08/2024 | 0,48% | 5,66 CHF | 5,69 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 48 839 CHF | 49 073 CHF | 100,00% | 100,00% |
06/08/2024 | 0,46% | 4,93 CHF | 4,95 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 47 690 CHF | 47 911 CHF | 100,00% | 100,00% |
02/08/2024 | 0,58% | 4,20 CHF | 4,22 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 39 253 CHF | 39 482 CHF | 100,00% | 100,00% |
31/07/2024 | 6,76% | 4,60 CHF | 4,93 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 41 335 CHF | 44 225 CHF | 43,96% | 43,96% |