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 | 0,34% | 5,87 CHF | 5,89 CHF | 64 000 | 64 000 | 64 656 | 64 656 | 375 571 CHF | 376 865 CHF | 99,98% | 99,98% |
14/08/2024 | 0,35% | 5,78 CHF | 5,80 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 374 013 CHF | 375 313 CHF | 99,27% | 99,27% |
13/08/2024 | 0,35% | 5,67 CHF | 5,69 CHF | 66 000 | 66 000 | 65 946 | 65 946 | 373 484 CHF | 374 803 CHF | 100,00% | 100,00% |
12/08/2024 | 0,35% | 5,72 CHF | 5,74 CHF | 65 000 | 65 000 | 65 013 | 65 013 | 373 159 CHF | 374 459 CHF | 98,53% | 98,53% |
09/08/2024 | 0,35% | 5,73 CHF | 5,75 CHF | 65 000 | 65 000 | 65 151 | 65 151 | 373 327 CHF | 374 630 CHF | 99,97% | 99,97% |
08/08/2024 | 0,35% | 5,68 CHF | 5,70 CHF | 66 000 | 66 000 | 66 071 | 66 071 | 371 816 CHF | 373 138 CHF | 99,93% | 99,93% |
07/08/2024 | 0,35% | 5,73 CHF | 5,75 CHF | 65 000 | 65 000 | 65 804 | 65 804 | 373 289 CHF | 374 605 CHF | 99,97% | 99,97% |
06/08/2024 | 0,36% | 5,44 CHF | 5,46 CHF | 68 000 | 68 000 | 67 384 | 67 384 | 369 870 CHF | 371 218 CHF | 99,64% | 99,64% |
02/08/2024 | 0,34% | 5,74 CHF | 5,76 CHF | 65 000 | 65 000 | 64 250 | 64 250 | 376 193 CHF | 377 478 CHF | 99,72% | 99,72% |
31/07/2024 | 0,32% | 6,29 CHF | 6,31 CHF | 61 000 | 61 000 | 61 000 | 61 000 | 383 580 CHF | 384 800 CHF | 39,26% | 39,26% |