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 | 0,34% | 5,83 CHF | 5,85 CHF | 18 100 | 18 100 | 18 018 | 18 018 | 104 657 CHF | 105 018 CHF | 100,00% | 100,00% |
14/08/2024 | 0,35% | 5,79 CHF | 5,81 CHF | 18 600 | 18 600 | 18 523 | 18 523 | 104 936 CHF | 105 306 CHF | 99,71% | 99,71% |
13/08/2024 | 0,37% | 5,52 CHF | 5,54 CHF | 19 400 | 19 400 | 20 673 | 20 673 | 110 285 CHF | 110 698 CHF | 99,99% | 99,99% |
12/08/2024 | 0,38% | 5,18 CHF | 5,20 CHF | 20 900 | 20 900 | 20 803 | 20 803 | 109 400 CHF | 109 817 CHF | 99,08% | 99,08% |
09/08/2024 | 0,38% | 5,23 CHF | 5,25 CHF | 20 800 | 20 800 | 20 714 | 20 714 | 109 159 CHF | 109 574 CHF | 99,97% | 99,97% |
08/08/2024 | 0,39% | 5,20 CHF | 5,22 CHF | 20 500 | 20 500 | 20 412 | 20 412 | 105 666 CHF | 106 074 CHF | 99,96% | 99,96% |
07/08/2024 | 0,39% | 5,30 CHF | 5,32 CHF | 21 400 | 21 400 | 21 312 | 21 312 | 110 246 CHF | 110 673 CHF | 99,95% | 99,95% |
06/08/2024 | 0,39% | 5,01 CHF | 5,03 CHF | 20 700 | 20 700 | 20 614 | 20 614 | 104 470 CHF | 104 883 CHF | 99,72% | 99,72% |
02/08/2024 | 0,36% | 5,53 CHF | 5,55 CHF | 19 100 | 19 100 | 18 285 | 18 285 | 102 616 CHF | 102 981 CHF | 99,72% | 99,72% |
30/07/2024 | 0,32% | 6,30 CHF | 6,32 CHF | 17 300 | 17 300 | 17 229 | 17 229 | 106 855 CHF | 107 200 CHF | 100,00% | 100,00% |