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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.08.2024 | 0.55% | 5.48 CHF | 5.51 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 146'355 CHF | 147'165 CHF | 99.99% | 99.99% |
12.08.2024 | 0.54% | 5.62 CHF | 5.65 CHF | 27'000 | 27'000 | 26'994 | 26'994 | 150'676 CHF | 151'486 CHF | 98.80% | 98.80% |
09.08.2024 | 0.54% | 5.52 CHF | 5.55 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 149'028 CHF | 149'838 CHF | 99.97% | 99.97% |
08.08.2024 | 0.58% | 5.33 CHF | 5.36 CHF | 27'000 | 27'000 | 27'896 | 27'896 | 142'995 CHF | 143'832 CHF | 99.94% | 99.94% |
07.08.2024 | 0.57% | 5.32 CHF | 5.35 CHF | 27'000 | 27'000 | 27'869 | 27'869 | 145'142 CHF | 145'978 CHF | 99.96% | 99.96% |
06.08.2024 | 0.59% | 5.11 CHF | 5.14 CHF | 28'000 | 28'000 | 28'000 | 28'000 | 142'187 CHF | 143'027 CHF | 99.83% | 99.83% |
02.08.2024 | 0.56% | 5.21 CHF | 5.24 CHF | 28'000 | 28'000 | 27'217 | 27'217 | 145'013 CHF | 145'830 CHF | 99.77% | 99.77% |
31.07.2024 | 0.52% | 5.68 CHF | 5.71 CHF | 27'000 | 27'000 | 26'575 | 26'575 | 151'752 CHF | 152'549 CHF | 40.54% | 40.54% |
30.07.2024 | 0.53% | 5.64 CHF | 5.67 CHF | 27'000 | 27'000 | 26'786 | 26'786 | 151'207 CHF | 152'011 CHF | 99.99% | 99.99% |
29.07.2024 | 0.53% | 5.51 CHF | 5.54 CHF | 27'000 | 27'000 | 26'916 | 26'916 | 151'437 CHF | 152'244 CHF | 100.00% | 100.00% |