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 | 0,38% | 5,31 CHF | 5,33 CHF | 64 000 | 64 000 | 64 656 | 64 656 | 339 424 CHF | 340 717 CHF | 99,98% | 99,98% |
14/08/2024 | 0,38% | 5,22 CHF | 5,24 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 337 524 CHF | 338 824 CHF | 99,27% | 99,27% |
13/08/2024 | 0,39% | 5,10 CHF | 5,12 CHF | 66 000 | 66 000 | 65 946 | 65 946 | 336 427 CHF | 337 746 CHF | 99,99% | 99,99% |
12/08/2024 | 0,39% | 5,16 CHF | 5,18 CHF | 65 000 | 65 000 | 65 013 | 65 013 | 336 710 CHF | 338 011 CHF | 98,52% | 98,52% |
09/08/2024 | 0,39% | 5,17 CHF | 5,19 CHF | 65 000 | 65 000 | 65 151 | 65 151 | 336 798 CHF | 338 101 CHF | 99,97% | 99,97% |
08/08/2024 | 0,39% | 5,12 CHF | 5,14 CHF | 66 000 | 66 000 | 66 071 | 66 071 | 334 637 CHF | 335 959 CHF | 99,84% | 99,84% |
07/08/2024 | 0,39% | 5,17 CHF | 5,19 CHF | 65 000 | 65 000 | 65 804 | 65 804 | 336 319 CHF | 337 635 CHF | 99,99% | 99,99% |
06/08/2024 | 0,41% | 4,88 CHF | 4,90 CHF | 68 000 | 68 000 | 67 384 | 67 384 | 331 763 CHF | 333 111 CHF | 99,78% | 99,78% |
02/08/2024 | 0,38% | 5,18 CHF | 5,20 CHF | 65 000 | 65 000 | 64 251 | 64 251 | 340 321 CHF | 341 606 CHF | 99,78% | 99,78% |
31/07/2024 | 0,35% | 5,74 CHF | 5,76 CHF | 61 000 | 61 000 | 61 000 | 61 000 | 350 180 CHF | 351 400 CHF | 39,23% | 39,23% |