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% | 4,99 CHF | 5,01 CHF | 11 000 | 11 000 | 10 898 | 10 898 | 54 608 CHF | 54 826 CHF | 99,93% | 99,93% |
14/08/2024 | 0,40% | 5,05 CHF | 5,07 CHF | 11 000 | 11 000 | 10 897 | 10 897 | 55 196 CHF | 55 415 CHF | 99,90% | 99,90% |
13/08/2024 | 0,39% | 5,07 CHF | 5,09 CHF | 11 000 | 11 000 | 10 897 | 10 897 | 56 323 CHF | 56 541 CHF | 99,94% | 99,94% |
12/08/2024 | 0,40% | 5,15 CHF | 5,17 CHF | 12 000 | 12 000 | 11 887 | 11 887 | 60 558 CHF | 60 796 CHF | 99,99% | 99,99% |
09/08/2024 | 0,41% | 4,89 CHF | 4,91 CHF | 12 000 | 12 000 | 11 887 | 11 887 | 58 367 CHF | 58 605 CHF | 99,82% | 99,82% |
08/08/2024 | 0,40% | 4,79 CHF | 4,81 CHF | 12 000 | 12 000 | 11 887 | 11 887 | 59 961 CHF | 60 199 CHF | 99,68% | 99,68% |
07/08/2024 | 0,42% | 4,64 CHF | 4,66 CHF | 10 000 | 10 000 | 9 992 | 9 992 | 47 698 CHF | 47 898 CHF | 99,69% | 99,69% |
06/08/2024 | 0,38% | 5,19 CHF | 5,21 CHF | 10 000 | 10 000 | 10 141 | 10 141 | 53 228 CHF | 53 431 CHF | 98,72% | 98,72% |
02/08/2024 | 0,43% | 4,87 CHF | 4,89 CHF | 15 000 | 15 000 | 14 858 | 14 858 | 69 719 CHF | 70 016 CHF | 98,63% | 98,63% |
31/07/2024 | 0,47% | 4,05 CHF | 4,07 CHF | 13 000 | 13 000 | 13 000 | 13 000 | 55 292 CHF | 55 552 CHF | 45,18% | 45,18% |