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 | 0,18% | 5,56 CHF | 5,57 CHF | 71 000 | 71 000 | 70 895 | 70 895 | 389 052 CHF | 389 761 CHF | 99,98% | 99,98% |
14/08/2024 | 0,18% | 5,43 CHF | 5,44 CHF | 72 000 | 72 000 | 70 441 | 70 441 | 387 524 CHF | 388 229 CHF | 99,97% | 99,97% |
13/08/2024 | 0,18% | 5,52 CHF | 5,53 CHF | 69 000 | 69 000 | 67 592 | 67 592 | 378 968 CHF | 379 645 CHF | 100,00% | 100,00% |
12/08/2024 | 0,18% | 5,50 CHF | 5,51 CHF | 69 000 | 69 000 | 69 267 | 69 267 | 378 106 CHF | 378 800 CHF | 99,45% | 99,45% |
09/08/2024 | 0,19% | 5,31 CHF | 5,32 CHF | 71 000 | 71 000 | 70 317 | 70 317 | 373 527 CHF | 374 231 CHF | 97,24% | 97,24% |
08/08/2024 | 0,19% | 5,29 CHF | 5,30 CHF | 71 000 | 71 000 | 71 378 | 71 378 | 370 324 CHF | 371 039 CHF | 99,04% | 99,04% |
07/08/2024 | 0,20% | 5,25 CHF | 5,26 CHF | 72 000 | 72 000 | 72 424 | 72 424 | 370 100 CHF | 370 825 CHF | 98,88% | 98,88% |
06/08/2024 | 0,20% | 4,97 CHF | 4,98 CHF | 74 000 | 74 000 | 73 547 | 73 547 | 365 465 CHF | 366 202 CHF | 98,30% | 98,30% |
02/08/2024 | 0,19% | 5,07 CHF | 5,08 CHF | 73 000 | 73 000 | 70 387 | 70 387 | 372 057 CHF | 372 761 CHF | 95,82% | 95,82% |
30/07/2024 | 0,19% | 5,32 CHF | 5,33 CHF | 72 000 | 72 000 | 70 553 | 70 553 | 378 295 CHF | 379 001 CHF | 99,93% | 99,93% |