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 | 0,32% | 5,74 CHF | 5,78 CHF | 50 000 | 50 000 | 193 223 | 193 223 | 1 104 670 CHF | 1 107 020 CHF | 99,40% | 99,40% |
14/08/2024 | 0,22% | 5,64 CHF | 5,65 CHF | 250 000 | 250 000 | 230 998 | 230 998 | 1 338 300 CHF | 1 340 750 CHF | 97,45% | 97,45% |
13/08/2024 | 0,17% | 5,84 CHF | 5,85 CHF | 250 000 | 250 000 | 249 896 | 249 896 | 1 447 650 CHF | 1 450 150 CHF | 91,77% | 91,77% |
12/08/2024 | 0,27% | 5,74 CHF | 5,78 CHF | 50 000 | 50 000 | 214 221 | 214 221 | 1 203 980 CHF | 1 206 390 CHF | 99,81% | 99,81% |
09/08/2024 | 0,37% | 5,46 CHF | 5,50 CHF | 50 000 | 50 000 | 180 682 | 180 682 | 987 009 CHF | 989 331 CHF | 99,86% | 99,86% |
08/08/2024 | 0,76% | 5,34 CHF | 5,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 262 011 CHF | 264 000 CHF | 96,39% | 96,39% |
07/08/2024 | 0,41% | 5,23 CHF | 5,27 CHF | 50 000 | 50 000 | 171 796 | 171 796 | 889 047 CHF | 891 347 CHF | 99,00% | 99,00% |
06/08/2024 | 0,19% | 5,05 CHF | 5,06 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 1 306 590 CHF | 1 309 090 CHF | 98,18% | 98,18% |
02/08/2024 | 0,23% | 5,33 CHF | 5,37 CHF | 50 000 | 50 000 | 226 193 | 226 193 | 1 319 360 CHF | 1 321 800 CHF | 97,72% | 97,72% |
30/07/2024 | 0,19% | 5,32 CHF | 5,33 CHF | 250 000 | 250 000 | 249 942 | 249 942 | 1 328 840 CHF | 1 331 340 CHF | 98,97% | 98,97% |