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 | 0,35% | 5,33 CHF | 5,37 CHF | 50 000 | 50 000 | 193 248 | 193 248 | 1 026 510 CHF | 1 028 870 CHF | 99,39% | 99,39% |
14/08/2024 | 0,24% | 5,24 CHF | 5,25 CHF | 250 000 | 250 000 | 231 048 | 231 048 | 1 245 360 CHF | 1 247 810 CHF | 97,75% | 97,75% |
13/08/2024 | 0,19% | 5,43 CHF | 5,44 CHF | 250 000 | 250 000 | 249 896 | 249 896 | 1 346 450 CHF | 1 348 950 CHF | 92,02% | 92,02% |
12/08/2024 | 0,29% | 5,33 CHF | 5,37 CHF | 50 000 | 50 000 | 214 355 | 214 355 | 1 117 810 CHF | 1 120 220 CHF | 99,82% | 99,82% |
09/08/2024 | 0,40% | 5,06 CHF | 5,10 CHF | 50 000 | 50 000 | 180 689 | 180 689 | 914 099 CHF | 916 421 CHF | 99,86% | 99,86% |
08/08/2024 | 0,82% | 4,94 CHF | 4,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 241 933 CHF | 243 921 CHF | 96,16% | 96,16% |
07/08/2024 | 0,45% | 4,83 CHF | 4,87 CHF | 50 000 | 50 000 | 171 674 | 171 674 | 819 503 CHF | 821 802 CHF | 99,11% | 99,11% |
06/08/2024 | 0,21% | 4,66 CHF | 4,67 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 1 207 200 CHF | 1 209 700 CHF | 97,18% | 97,18% |
02/08/2024 | 0,25% | 4,93 CHF | 4,97 CHF | 50 000 | 50 000 | 226 392 | 226 392 | 1 228 820 CHF | 1 231 260 CHF | 98,14% | 98,14% |
30/07/2024 | 0,20% | 4,90 CHF | 4,91 CHF | 250 000 | 250 000 | 249 942 | 249 942 | 1 225 920 CHF | 1 228 410 CHF | 99,08% | 99,08% |