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% | 6,21 CHF | 6,23 CHF | 17 000 | 17 000 | 16 841 | 16 841 | 103 859 CHF | 104 196 CHF | 99,42% | 99,42% |
14/08/2024 | 0,33% | 6,15 CHF | 6,17 CHF | 17 000 | 17 000 | 16 839 | 16 839 | 101 777 CHF | 102 115 CHF | 99,81% | 99,81% |
13/08/2024 | 0,34% | 6,00 CHF | 6,02 CHF | 17 000 | 17 000 | 16 840 | 16 840 | 99 833 CHF | 100 170 CHF | 99,89% | 99,89% |
12/08/2024 | 0,33% | 6,06 CHF | 6,08 CHF | 17 000 | 17 000 | 16 840 | 16 840 | 102 271 CHF | 102 608 CHF | 100,00% | 100,00% |
09/08/2024 | 0,33% | 6,24 CHF | 6,26 CHF | 16 500 | 16 500 | 16 509 | 16 509 | 102 270 CHF | 102 601 CHF | 98,74% | 98,74% |
08/08/2024 | 0,34% | 6,05 CHF | 6,07 CHF | 17 000 | 17 000 | 16 836 | 16 836 | 98 932 CHF | 99 270 CHF | 97,20% | 97,20% |
07/08/2024 | 0,33% | 6,16 CHF | 6,18 CHF | 17 000 | 17 000 | 16 748 | 16 748 | 101 975 CHF | 102 310 CHF | 98,96% | 98,96% |
06/08/2024 | 0,35% | 5,90 CHF | 5,92 CHF | 17 000 | 17 000 | 16 835 | 16 835 | 97 386 CHF | 97 723 CHF | 96,44% | 96,44% |
02/08/2024 | 0,32% | 6,19 CHF | 6,21 CHF | 16 500 | 16 500 | 16 344 | 16 344 | 103 075 CHF | 103 403 CHF | 97,47% | 97,47% |
30/07/2024 | 0,31% | 6,47 CHF | 6,49 CHF | 16 500 | 16 500 | 16 472 | 16 472 | 107 199 CHF | 107 529 CHF | 99,66% | 99,66% |