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 | 0,33% | 6,12 CHF | 6,14 CHF | 64 000 | 64 000 | 64 656 | 64 656 | 392 203 CHF | 393 496 CHF | 100,00% | 100,00% |
14/08/2024 | 0,33% | 6,03 CHF | 6,05 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 390 636 CHF | 391 936 CHF | 99,26% | 99,26% |
13/08/2024 | 0,34% | 5,92 CHF | 5,94 CHF | 66 000 | 66 000 | 65 946 | 65 946 | 390 452 CHF | 391 771 CHF | 99,99% | 99,99% |
12/08/2024 | 0,33% | 5,98 CHF | 6,00 CHF | 65 000 | 65 000 | 65 013 | 65 013 | 389 865 CHF | 391 165 CHF | 98,52% | 98,52% |
09/08/2024 | 0,33% | 5,99 CHF | 6,01 CHF | 65 000 | 65 000 | 65 151 | 65 151 | 390 094 CHF | 391 397 CHF | 99,95% | 99,95% |
08/08/2024 | 0,34% | 5,94 CHF | 5,96 CHF | 66 000 | 66 000 | 66 071 | 66 071 | 388 797 CHF | 390 119 CHF | 99,90% | 99,90% |
07/08/2024 | 0,34% | 5,99 CHF | 6,01 CHF | 65 000 | 65 000 | 65 804 | 65 804 | 390 137 CHF | 391 453 CHF | 99,98% | 99,98% |
06/08/2024 | 0,35% | 5,70 CHF | 5,72 CHF | 68 000 | 68 000 | 67 383 | 67 383 | 387 112 CHF | 388 460 CHF | 99,74% | 99,74% |
02/08/2024 | 0,33% | 6,00 CHF | 6,02 CHF | 65 000 | 65 000 | 64 249 | 64 249 | 392 641 CHF | 393 926 CHF | 99,60% | 99,60% |
31/07/2024 | 0,31% | 6,54 CHF | 6,56 CHF | 61 000 | 61 000 | 61 000 | 61 000 | 399 282 CHF | 400 502 CHF | 39,24% | 39,24% |