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 | 0,40% | 5,82 CHF | 5,83 CHF | 45 000 | 45 000 | 25 196 | 25 196 | 146 220 CHF | 146 727 CHF | 99,86% | 99,86% |
14/08/2024 | 0,42% | 5,59 CHF | 5,60 CHF | 47 600 | 47 600 | 26 168 | 26 168 | 145 224 CHF | 145 746 CHF | 99,69% | 99,69% |
13/08/2024 | 0,34% | 5,47 CHF | 5,48 CHF | 50 000 | 50 000 | 27 569 | 27 569 | 146 504 CHF | 146 946 CHF | 99,99% | 99,99% |
12/08/2024 | 0,34% | 5,22 CHF | 5,23 CHF | 50 200 | 50 200 | 27 666 | 27 666 | 143 949 CHF | 144 394 CHF | 100,00% | 100,00% |
09/08/2024 | 0,20% | 5,07 CHF | 5,08 CHF | 53 300 | 53 300 | 29 088 | 29 088 | 147 203 CHF | 147 495 CHF | 99,85% | 99,85% |
08/08/2024 | 0,21% | 4,95 CHF | 4,96 CHF | 54 900 | 54 900 | 30 150 | 30 150 | 146 784 CHF | 147 086 CHF | 99,70% | 99,70% |
07/08/2024 | 0,20% | 5,19 CHF | 5,20 CHF | 52 600 | 52 600 | 29 323 | 29 323 | 150 989 CHF | 151 282 CHF | 99,43% | 99,43% |
06/08/2024 | 0,24% | 4,95 CHF | 4,96 CHF | 56 200 | 56 200 | 30 803 | 30 803 | 147 967 CHF | 148 306 CHF | 99,39% | 99,39% |
02/08/2024 | 0,29% | 5,19 CHF | 5,20 CHF | 47 200 | 47 200 | 25 145 | 25 145 | 134 525 CHF | 134 877 CHF | 96,56% | 96,56% |
30/07/2024 | 0,24% | 6,25 CHF | 6,26 CHF | 41 000 | 41 000 | 21 890 | 21 890 | 142 691 CHF | 142 995 CHF | 99,51% | 99,51% |