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 | 1,52% | 4,04 CHF | 4,11 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 28 808 CHF | 29 249 CHF | 100,00% | 100,00% |
14/08/2024 | 1,41% | 4,23 CHF | 4,28 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 32 417 CHF | 32 877 CHF | 100,00% | 100,00% |
13/08/2024 | 1,46% | 3,88 CHF | 3,94 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 30 801 CHF | 31 254 CHF | 99,92% | 99,92% |
12/08/2024 | 1,38% | 3,89 CHF | 3,95 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 31 147 CHF | 31 579 CHF | 100,00% | 100,00% |
09/08/2024 | 1,47% | 3,79 CHF | 3,85 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 30 665 CHF | 31 117 CHF | 100,00% | 100,00% |
08/08/2024 | 1,60% | 3,59 CHF | 3,65 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 28 713 CHF | 29 176 CHF | 100,00% | 100,00% |
07/08/2024 | 1,43% | 3,69 CHF | 3,74 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 32 032 CHF | 32 493 CHF | 100,00% | 100,00% |
06/08/2024 | 1,55% | 3,40 CHF | 3,45 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 30 686 CHF | 31 165 CHF | 100,00% | 100,00% |
02/08/2024 | 1,63% | 4,11 CHF | 4,18 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 26 016 CHF | 26 442 CHF | 100,00% | 100,00% |
31/07/2024 | 11,82% | 4,58 CHF | 5,16 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 27 753 CHF | 31 240 CHF | 43,98% | 43,98% |