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 | 0,30% | 5,29 CHF | 5,30 CHF | 193 000 | 193 000 | 106 961 | 106 961 | 559 655 CHF | 561 142 CHF | 99,89% | 99,89% |
14/08/2024 | 0,30% | 5,17 CHF | 5,18 CHF | 195 000 | 195 000 | 107 668 | 107 668 | 552 837 CHF | 554 338 CHF | 99,68% | 99,68% |
13/08/2024 | 0,31% | 5,15 CHF | 5,16 CHF | 195 000 | 195 000 | 108 802 | 108 802 | 553 362 CHF | 554 871 CHF | 99,72% | 99,72% |
12/08/2024 | 0,31% | 5,08 CHF | 5,09 CHF | 198 000 | 198 000 | 109 811 | 109 811 | 551 917 CHF | 553 447 CHF | 99,19% | 99,19% |
09/08/2024 | 0,32% | 4,92 CHF | 4,93 CHF | 203 000 | 203 000 | 111 413 | 111 413 | 540 983 CHF | 542 537 CHF | 98,45% | 98,45% |
08/08/2024 | 0,33% | 4,79 CHF | 4,80 CHF | 205 000 | 205 000 | 113 855 | 113 855 | 540 892 CHF | 542 476 CHF | 99,89% | 99,89% |
07/08/2024 | 0,33% | 4,86 CHF | 4,87 CHF | 203 000 | 203 000 | 114 299 | 114 299 | 539 986 CHF | 541 575 CHF | 99,63% | 99,63% |
06/08/2024 | 0,36% | 4,59 CHF | 4,60 CHF | 213 000 | 213 000 | 114 187 | 114 187 | 524 393 CHF | 526 070 CHF | 99,73% | 99,73% |
02/08/2024 | 0,55% | 5,15 CHF | 5,16 CHF | 195 000 | 195 000 | 72 543 | 72 543 | 371 318 CHF | 372 711 CHF | 99,04% | 99,04% |
30/07/2024 | 0,30% | 5,13 CHF | 5,14 CHF | 195 000 | 195 000 | 106 545 | 106 545 | 552 744 CHF | 554 222 CHF | 99,99% | 99,99% |