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% | 6,01 CHF | 6,03 CHF | 64 000 | 64 000 | 64 656 | 64 656 | 385 085 CHF | 386 379 CHF | 99,99% | 99,99% |
14/08/2024 | 0,34% | 5,92 CHF | 5,94 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 383 427 CHF | 384 727 CHF | 99,27% | 99,27% |
13/08/2024 | 0,34% | 5,81 CHF | 5,83 CHF | 66 000 | 66 000 | 65 946 | 65 946 | 382 922 CHF | 384 241 CHF | 99,99% | 99,99% |
12/08/2024 | 0,34% | 5,87 CHF | 5,89 CHF | 65 000 | 65 000 | 65 013 | 65 013 | 382 618 CHF | 383 918 CHF | 98,52% | 98,52% |
09/08/2024 | 0,34% | 5,88 CHF | 5,90 CHF | 65 000 | 65 000 | 65 151 | 65 151 | 382 749 CHF | 384 052 CHF | 99,96% | 99,96% |
08/08/2024 | 0,35% | 5,83 CHF | 5,85 CHF | 66 000 | 66 000 | 66 071 | 66 071 | 381 279 CHF | 382 601 CHF | 99,87% | 99,87% |
07/08/2024 | 0,34% | 5,87 CHF | 5,89 CHF | 65 000 | 65 000 | 65 804 | 65 804 | 382 719 CHF | 384 035 CHF | 99,91% | 99,91% |
06/08/2024 | 0,35% | 5,58 CHF | 5,60 CHF | 68 000 | 68 000 | 67 383 | 67 383 | 379 263 CHF | 380 611 CHF | 99,67% | 99,67% |
02/08/2024 | 0,33% | 5,89 CHF | 5,91 CHF | 65 000 | 65 000 | 64 250 | 64 250 | 385 618 CHF | 386 903 CHF | 99,64% | 99,64% |
31/07/2024 | 0,31% | 6,44 CHF | 6,46 CHF | 61 000 | 61 000 | 61 000 | 61 000 | 393 152 CHF | 394 372 CHF | 39,25% | 39,25% |