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 | 0,43% | 4,73 CHF | 4,75 CHF | 64 000 | 64 000 | 64 656 | 64 656 | 301 925 CHF | 303 218 CHF | 99,99% | 99,99% |
14/08/2024 | 0,43% | 4,64 CHF | 4,66 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 299 913 CHF | 301 213 CHF | 99,27% | 99,27% |
13/08/2024 | 0,44% | 4,53 CHF | 4,55 CHF | 66 000 | 66 000 | 65 946 | 65 946 | 298 387 CHF | 299 706 CHF | 100,00% | 100,00% |
12/08/2024 | 0,43% | 4,59 CHF | 4,61 CHF | 65 000 | 65 000 | 65 013 | 65 013 | 299 137 CHF | 300 437 CHF | 99,28% | 99,28% |
09/08/2024 | 0,43% | 4,59 CHF | 4,61 CHF | 65 000 | 65 000 | 65 151 | 65 151 | 299 128 CHF | 300 431 CHF | 99,97% | 99,97% |
08/08/2024 | 0,44% | 4,54 CHF | 4,56 CHF | 66 000 | 66 000 | 66 071 | 66 071 | 296 616 CHF | 297 937 CHF | 99,91% | 99,91% |
07/08/2024 | 0,44% | 4,59 CHF | 4,61 CHF | 65 000 | 65 000 | 65 804 | 65 804 | 298 346 CHF | 299 662 CHF | 99,98% | 99,98% |
06/08/2024 | 0,46% | 4,31 CHF | 4,33 CHF | 68 000 | 68 000 | 67 384 | 67 384 | 293 188 CHF | 294 535 CHF | 99,80% | 99,80% |
02/08/2024 | 0,42% | 4,61 CHF | 4,63 CHF | 65 000 | 65 000 | 64 251 | 64 251 | 303 077 CHF | 304 362 CHF | 99,81% | 99,81% |
31/07/2024 | 0,39% | 5,15 CHF | 5,17 CHF | 61 000 | 61 000 | 61 000 | 61 000 | 314 257 CHF | 315 477 CHF | 39,23% | 39,23% |