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 | 0.50% | 5.87 CHF | 5.90 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 160'226 CHF | 161'036 CHF | 100.00% | 100.00% |
12.08.2024 | 0.52% | 5.74 CHF | 5.77 CHF | 27'000 | 27'000 | 26'994 | 26'994 | 155'977 CHF | 156'787 CHF | 98.73% | 98.73% |
09.08.2024 | 0.51% | 5.85 CHF | 5.88 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 157'805 CHF | 158'615 CHF | 99.99% | 99.99% |
08.08.2024 | 0.48% | 6.03 CHF | 6.06 CHF | 27'000 | 27'000 | 27'896 | 27'896 | 173'929 CHF | 174'766 CHF | 99.94% | 99.94% |
07.08.2024 | 0.49% | 6.05 CHF | 6.08 CHF | 27'000 | 27'000 | 27'869 | 27'869 | 171'574 CHF | 172'410 CHF | 99.99% | 99.99% |
06.08.2024 | 0.48% | 6.26 CHF | 6.29 CHF | 28'000 | 28'000 | 28'000 | 28'000 | 176'002 CHF | 176'842 CHF | 99.89% | 99.89% |
02.08.2024 | 0.50% | 6.16 CHF | 6.19 CHF | 28'000 | 28'000 | 27'217 | 27'217 | 164'546 CHF | 165'363 CHF | 99.83% | 99.83% |
31.07.2024 | 0.53% | 5.71 CHF | 5.74 CHF | 27'000 | 27'000 | 26'576 | 26'576 | 150'721 CHF | 151'518 CHF | 40.54% | 40.54% |
30.07.2024 | 0.52% | 5.75 CHF | 5.78 CHF | 27'000 | 27'000 | 26'785 | 26'785 | 153'726 CHF | 154'530 CHF | 99.99% | 99.99% |
29.07.2024 | 0.52% | 5.87 CHF | 5.90 CHF | 27'000 | 27'000 | 26'916 | 26'916 | 155'010 CHF | 155'818 CHF | 99.99% | 99.99% |