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 | 0,39% | 5,24 CHF | 5,26 CHF | 64 000 | 64 000 | 64 656 | 64 656 | 335 169 CHF | 336 462 CHF | 99,99% | 99,99% |
14/08/2024 | 0,39% | 5,15 CHF | 5,17 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 333 293 CHF | 334 593 CHF | 99,25% | 99,25% |
13/08/2024 | 0,40% | 5,04 CHF | 5,06 CHF | 66 000 | 66 000 | 65 946 | 65 946 | 332 185 CHF | 333 504 CHF | 100,00% | 100,00% |
12/08/2024 | 0,39% | 5,10 CHF | 5,12 CHF | 65 000 | 65 000 | 65 013 | 65 013 | 332 508 CHF | 333 809 CHF | 98,51% | 98,51% |
09/08/2024 | 0,39% | 5,11 CHF | 5,13 CHF | 65 000 | 65 000 | 65 151 | 65 151 | 332 592 CHF | 333 895 CHF | 99,96% | 99,96% |
08/08/2024 | 0,40% | 5,06 CHF | 5,08 CHF | 66 000 | 66 000 | 66 071 | 66 071 | 330 485 CHF | 331 806 CHF | 99,89% | 99,89% |
07/08/2024 | 0,40% | 5,10 CHF | 5,12 CHF | 65 000 | 65 000 | 65 804 | 65 804 | 332 102 CHF | 333 418 CHF | 99,94% | 99,94% |
06/08/2024 | 0,41% | 4,82 CHF | 4,84 CHF | 68 000 | 68 000 | 67 384 | 67 384 | 327 557 CHF | 328 904 CHF | 99,82% | 99,82% |
02/08/2024 | 0,38% | 5,12 CHF | 5,14 CHF | 65 000 | 65 000 | 64 249 | 64 249 | 336 145 CHF | 337 430 CHF | 99,64% | 99,64% |
31/07/2024 | 0,35% | 5,67 CHF | 5,69 CHF | 61 000 | 61 000 | 61 000 | 61 000 | 345 908 CHF | 347 128 CHF | 39,22% | 39,22% |