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 | 0,17% | 5,95 CHF | 5,96 CHF | 42 000 | 42 000 | 41 824 | 41 824 | 247 396 CHF | 247 814 CHF | 99,29% | 99,29% |
14/08/2024 | 0,18% | 5,83 CHF | 5,84 CHF | 43 000 | 43 000 | 42 858 | 42 858 | 246 921 CHF | 247 350 CHF | 99,74% | 99,74% |
13/08/2024 | 0,18% | 5,68 CHF | 5,69 CHF | 44 000 | 44 000 | 43 627 | 43 627 | 247 046 CHF | 247 483 CHF | 99,33% | 99,33% |
12/08/2024 | 0,18% | 5,67 CHF | 5,68 CHF | 44 000 | 44 000 | 43 572 | 43 572 | 246 851 CHF | 247 287 CHF | 97,95% | 97,95% |
09/08/2024 | 0,18% | 5,60 CHF | 5,61 CHF | 44 500 | 44 500 | 43 853 | 43 853 | 246 433 CHF | 246 872 CHF | 91,55% | 99,86% |
08/08/2024 | 0,19% | 5,54 CHF | 5,55 CHF | 45 000 | 45 000 | 45 463 | 45 463 | 246 912 CHF | 247 367 CHF | 98,97% | 98,97% |
07/08/2024 | 0,18% | 5,67 CHF | 5,68 CHF | 44 000 | 44 000 | 44 156 | 44 156 | 246 795 CHF | 247 237 CHF | 98,72% | 98,72% |
06/08/2024 | 0,19% | 5,44 CHF | 5,45 CHF | 46 000 | 46 000 | 45 454 | 45 454 | 246 887 CHF | 247 342 CHF | 96,64% | 96,64% |
02/08/2024 | 0,18% | 5,63 CHF | 5,64 CHF | 44 500 | 44 500 | 43 231 | 43 231 | 246 817 CHF | 247 250 CHF | 96,65% | 96,65% |
31/07/2024 | 0,17% | 6,04 CHF | 6,05 CHF | 41 000 | 41 000 | 41 242 | 41 242 | 249 076 CHF | 249 488 CHF | 44,94% | 44,94% |