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 | 0,40% | 5,01 CHF | 5,03 CHF | 64 000 | 64 000 | 64 656 | 64 656 | 320 458 CHF | 321 751 CHF | 99,98% | 99,98% |
14/08/2024 | 0,41% | 4,93 CHF | 4,95 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 318 537 CHF | 319 837 CHF | 99,26% | 99,26% |
13/08/2024 | 0,41% | 4,81 CHF | 4,83 CHF | 66 000 | 66 000 | 65 946 | 65 946 | 317 169 CHF | 318 488 CHF | 99,99% | 99,99% |
12/08/2024 | 0,41% | 4,87 CHF | 4,89 CHF | 65 000 | 65 000 | 65 013 | 65 013 | 317 678 CHF | 318 979 CHF | 98,52% | 98,52% |
09/08/2024 | 0,41% | 4,88 CHF | 4,90 CHF | 65 000 | 65 000 | 65 151 | 65 151 | 317 742 CHF | 319 045 CHF | 99,97% | 99,97% |
08/08/2024 | 0,42% | 4,83 CHF | 4,85 CHF | 66 000 | 66 000 | 66 071 | 66 071 | 315 422 CHF | 316 743 CHF | 99,94% | 99,94% |
07/08/2024 | 0,41% | 4,88 CHF | 4,90 CHF | 65 000 | 65 000 | 65 804 | 65 804 | 317 088 CHF | 318 404 CHF | 99,95% | 99,95% |
06/08/2024 | 0,43% | 4,59 CHF | 4,61 CHF | 68 000 | 68 000 | 67 384 | 67 384 | 312 256 CHF | 313 604 CHF | 99,74% | 99,74% |
02/08/2024 | 0,40% | 4,89 CHF | 4,91 CHF | 65 000 | 65 000 | 64 251 | 64 251 | 321 499 CHF | 322 784 CHF | 99,78% | 99,78% |
31/07/2024 | 0,37% | 5,44 CHF | 5,46 CHF | 61 000 | 61 000 | 61 000 | 61 000 | 332 004 CHF | 333 224 CHF | 39,26% | 39,26% |