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 | 0,70% | 5,69 CHF | 5,73 CHF | 46 000 | 46 000 | 45 874 | 45 874 | 260 628 CHF | 262 463 CHF | 99,98% | 99,98% |
14/08/2024 | 0,71% | 5,66 CHF | 5,70 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 260 026 CHF | 261 866 CHF | 99,26% | 99,26% |
13/08/2024 | 0,71% | 5,65 CHF | 5,69 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 257 620 CHF | 259 460 CHF | 99,98% | 99,98% |
12/08/2024 | 0,71% | 5,61 CHF | 5,65 CHF | 46 000 | 46 000 | 45 862 | 45 862 | 258 987 CHF | 260 822 CHF | 99,39% | 99,39% |
09/08/2024 | 0,69% | 5,76 CHF | 5,80 CHF | 45 000 | 45 000 | 45 191 | 45 191 | 260 015 CHF | 261 823 CHF | 99,98% | 99,98% |
08/08/2024 | 0,70% | 5,82 CHF | 5,86 CHF | 45 000 | 45 000 | 45 649 | 45 649 | 258 956 CHF | 260 782 CHF | 99,89% | 99,89% |
07/08/2024 | 0,68% | 5,91 CHF | 5,95 CHF | 45 000 | 45 000 | 45 048 | 45 048 | 263 405 CHF | 265 207 CHF | 99,95% | 99,95% |
06/08/2024 | 0,71% | 5,63 CHF | 5,67 CHF | 46 000 | 46 000 | 45 958 | 45 958 | 257 414 CHF | 259 252 CHF | 99,73% | 99,73% |
02/08/2024 | 0,67% | 5,82 CHF | 5,86 CHF | 45 000 | 45 000 | 44 601 | 44 601 | 265 323 CHF | 267 107 CHF | 99,75% | 99,75% |
31/07/2024 | 0,63% | 6,42 CHF | 6,46 CHF | 43 000 | 43 000 | 43 205 | 43 205 | 271 924 CHF | 273 652 CHF | 39,25% | 39,25% |