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 | 0,21% | 4,90 CHF | 4,91 CHF | 135 000 | 135 000 | 75 808 | 75 808 | 370 793 CHF | 371 553 CHF | 99,87% | 99,87% |
14/08/2024 | 0,21% | 4,80 CHF | 4,81 CHF | 140 000 | 140 000 | 77 147 | 77 147 | 369 492 CHF | 370 265 CHF | 99,72% | 99,72% |
13/08/2024 | 0,22% | 4,77 CHF | 4,78 CHF | 140 000 | 140 000 | 77 180 | 77 180 | 364 238 CHF | 365 012 CHF | 99,99% | 99,99% |
12/08/2024 | 0,22% | 4,69 CHF | 4,70 CHF | 140 000 | 140 000 | 77 088 | 77 088 | 361 278 CHF | 362 051 CHF | 99,98% | 99,98% |
09/08/2024 | 0,22% | 4,62 CHF | 4,63 CHF | 145 000 | 145 000 | 79 279 | 79 279 | 366 452 CHF | 367 246 CHF | 99,95% | 99,95% |
08/08/2024 | 0,23% | 4,59 CHF | 4,60 CHF | 145 000 | 145 000 | 79 900 | 79 900 | 362 900 CHF | 363 700 CHF | 99,91% | 99,91% |
07/08/2024 | 0,22% | 4,67 CHF | 4,68 CHF | 140 000 | 140 000 | 78 131 | 78 131 | 362 867 CHF | 363 650 CHF | 99,51% | 99,51% |
06/08/2024 | 0,23% | 4,54 CHF | 4,55 CHF | 145 000 | 145 000 | 79 752 | 79 752 | 358 329 CHF | 359 128 CHF | 99,71% | 99,71% |
02/08/2024 | 0,22% | 4,63 CHF | 4,64 CHF | 145 000 | 145 000 | 77 716 | 77 716 | 365 937 CHF | 366 715 CHF | 98,73% | 98,73% |
30/07/2024 | 0,20% | 5,05 CHF | 5,06 CHF | 135 000 | 135 000 | 72 117 | 72 117 | 370 115 CHF | 370 838 CHF | 99,58% | 99,58% |