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 | 0,37% | 5,41 CHF | 5,43 CHF | 64 000 | 64 000 | 64 656 | 64 656 | 346 234 CHF | 347 527 CHF | 99,99% | 99,99% |
14/08/2024 | 0,38% | 5,32 CHF | 5,34 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 344 439 CHF | 345 739 CHF | 99,27% | 99,27% |
13/08/2024 | 0,38% | 5,21 CHF | 5,23 CHF | 66 000 | 66 000 | 65 946 | 65 946 | 343 560 CHF | 344 879 CHF | 99,99% | 99,99% |
12/08/2024 | 0,38% | 5,27 CHF | 5,29 CHF | 65 000 | 65 000 | 65 013 | 65 013 | 343 639 CHF | 344 939 CHF | 98,51% | 98,51% |
09/08/2024 | 0,38% | 5,28 CHF | 5,30 CHF | 65 000 | 65 000 | 65 151 | 65 151 | 343 774 CHF | 345 077 CHF | 99,97% | 99,97% |
08/08/2024 | 0,39% | 5,23 CHF | 5,25 CHF | 66 000 | 66 000 | 66 071 | 66 071 | 341 825 CHF | 343 147 CHF | 99,93% | 99,93% |
07/08/2024 | 0,38% | 5,28 CHF | 5,30 CHF | 65 000 | 65 000 | 65 804 | 65 804 | 343 416 CHF | 344 732 CHF | 99,98% | 99,98% |
06/08/2024 | 0,40% | 4,99 CHF | 5,01 CHF | 68 000 | 68 000 | 67 383 | 67 383 | 339 270 CHF | 340 617 CHF | 99,73% | 99,73% |
02/08/2024 | 0,37% | 5,29 CHF | 5,31 CHF | 65 000 | 65 000 | 64 249 | 64 249 | 347 024 CHF | 348 309 CHF | 99,60% | 99,60% |
31/07/2024 | 0,34% | 5,83 CHF | 5,85 CHF | 61 000 | 61 000 | 61 000 | 61 000 | 355 971 CHF | 357 191 CHF | 39,23% | 39,23% |