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 | 0,48% | 5,03 CHF | 5,04 CHF | 44 000 | 44 000 | 20 253 | 20 253 | 100 251 CHF | 100 625 CHF | 99,20% | 99,20% |
14/08/2024 | 0,48% | 4,79 CHF | 4,80 CHF | 45 000 | 45 000 | 20 560 | 20 560 | 98 709 CHF | 99 086 CHF | 99,25% | 99,25% |
13/08/2024 | 0,49% | 4,76 CHF | 4,77 CHF | 46 000 | 46 000 | 20 845 | 20 845 | 99 269 CHF | 99 650 CHF | 100,00% | 100,00% |
12/08/2024 | 0,49% | 4,78 CHF | 4,79 CHF | 45 000 | 45 000 | 20 559 | 20 559 | 98 496 CHF | 98 873 CHF | 99,12% | 99,12% |
09/08/2024 | 0,49% | 4,78 CHF | 4,79 CHF | 45 000 | 45 000 | 20 857 | 20 857 | 99 259 CHF | 99 642 CHF | 99,72% | 99,72% |
08/08/2024 | 0,51% | 4,74 CHF | 4,75 CHF | 46 000 | 46 000 | 20 947 | 20 947 | 97 178 CHF | 97 561 CHF | 99,67% | 99,67% |
07/08/2024 | 0,51% | 4,72 CHF | 4,73 CHF | 46 000 | 46 000 | 20 716 | 20 716 | 97 231 CHF | 97 609 CHF | 97,77% | 97,77% |
06/08/2024 | 0,61% | 4,51 CHF | 4,52 CHF | 48 000 | 48 000 | 21 380 | 21 380 | 95 741 CHF | 96 178 CHF | 99,61% | 99,61% |
02/08/2024 | 0,48% | 4,65 CHF | 4,66 CHF | 46 000 | 46 000 | 20 620 | 20 620 | 98 879 CHF | 99 254 CHF | 97,66% | 97,66% |
30/07/2024 | 0,43% | 5,45 CHF | 5,46 CHF | 41 000 | 41 000 | 18 883 | 18 883 | 102 269 CHF | 102 616 CHF | 99,99% | 99,99% |