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 | 0.36% | 5.64 CHF | 5.66 CHF | 48'000 | 48'000 | 47'986 | 47'986 | 268'846 CHF | 269'806 CHF | 99.24% | 99.24% |
12.08.2024 | 0.35% | 5.63 CHF | 5.65 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 273'926 CHF | 274'886 CHF | 99.20% | 99.20% |
09.08.2024 | 0.36% | 5.75 CHF | 5.77 CHF | 48'000 | 48'000 | 47'452 | 47'452 | 271'292 CHF | 272'248 CHF | 99.70% | 99.70% |
08.08.2024 | 0.39% | 5.55 CHF | 5.57 CHF | 50'000 | 50'000 | 49'462 | 49'462 | 259'063 CHF | 260'060 CHF | 99.93% | 99.93% |
07.08.2024 | 0.37% | 5.59 CHF | 5.61 CHF | 48'000 | 48'000 | 47'473 | 47'473 | 264'390 CHF | 265'347 CHF | 98.93% | 98.93% |
06.08.2024 | 0.42% | 5.47 CHF | 5.49 CHF | 50'000 | 50'000 | 49'483 | 49'483 | 265'660 CHF | 266'749 CHF | 99.73% | 99.73% |
02.08.2024 | 0.34% | 5.68 CHF | 5.70 CHF | 46'000 | 46'000 | 45'499 | 45'499 | 277'341 CHF | 278'257 CHF | 99.69% | 99.69% |
30.07.2024 | 0.30% | 6.76 CHF | 6.78 CHF | 44'000 | 44'000 | 43'516 | 43'516 | 294'659 CHF | 295'536 CHF | 100.00% | 100.00% |
29.07.2024 | 0.30% | 6.69 CHF | 6.71 CHF | 44'000 | 44'000 | 43'518 | 43'518 | 298'029 CHF | 298'906 CHF | 100.00% | 100.00% |
25.07.2024 | 0.33% | 6.27 CHF | 6.29 CHF | 46'000 | 46'000 | 45'730 | 45'730 | 284'374 CHF | 285'292 CHF | 98.42% | 98.42% |