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 | 0,19% | 5,31 CHF | 5,32 CHF | 47 000 | 47 000 | 46 685 | 46 685 | 246 367 CHF | 246 835 CHF | 99,98% | 99,98% |
14/08/2024 | 0,20% | 5,19 CHF | 5,20 CHF | 48 000 | 48 000 | 48 026 | 48 026 | 246 059 CHF | 246 540 CHF | 99,92% | 99,92% |
13/08/2024 | 0,20% | 5,04 CHF | 5,05 CHF | 49 500 | 49 500 | 49 021 | 49 021 | 246 360 CHF | 246 851 CHF | 100,00% | 100,00% |
12/08/2024 | 0,20% | 5,03 CHF | 5,04 CHF | 49 500 | 49 500 | 48 971 | 48 971 | 246 228 CHF | 246 718 CHF | 99,95% | 99,95% |
09/08/2024 | 0,20% | 4,96 CHF | 4,97 CHF | 50 000 | 50 000 | 49 340 | 49 340 | 245 840 CHF | 246 334 CHF | 91,19% | 99,51% |
08/08/2024 | 0,21% | 4,90 CHF | 4,91 CHF | 50 500 | 50 500 | 50 902 | 50 902 | 244 018 CHF | 244 527 CHF | 99,08% | 99,08% |
07/08/2024 | 0,20% | 5,03 CHF | 5,04 CHF | 49 500 | 49 500 | 49 690 | 49 690 | 246 145 CHF | 246 642 CHF | 99,68% | 99,68% |
06/08/2024 | 0,21% | 4,80 CHF | 4,81 CHF | 51 000 | 51 000 | 50 624 | 50 624 | 242 738 CHF | 243 244 CHF | 98,56% | 98,56% |
02/08/2024 | 0,20% | 4,99 CHF | 5,00 CHF | 50 000 | 50 000 | 48 540 | 48 540 | 246 252 CHF | 246 738 CHF | 97,35% | 97,35% |
31/07/2024 | 0,18% | 5,41 CHF | 5,42 CHF | 46 000 | 46 000 | 46 009 | 46 009 | 248 568 CHF | 249 028 CHF | 44,75% | 44,75% |