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 | 0,46% | 4,43 CHF | 4,45 CHF | 64 000 | 64 000 | 64 656 | 64 656 | 282 890 CHF | 284 183 CHF | 100,00% | 100,00% |
14/08/2024 | 0,46% | 4,34 CHF | 4,36 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 280 770 CHF | 282 070 CHF | 99,25% | 99,25% |
13/08/2024 | 0,47% | 4,23 CHF | 4,25 CHF | 66 000 | 66 000 | 65 946 | 65 946 | 278 861 CHF | 280 180 CHF | 100,00% | 100,00% |
12/08/2024 | 0,46% | 4,29 CHF | 4,31 CHF | 65 000 | 65 000 | 65 013 | 65 013 | 279 971 CHF | 281 271 CHF | 98,51% | 98,51% |
09/08/2024 | 0,46% | 4,30 CHF | 4,32 CHF | 65 000 | 65 000 | 65 151 | 65 151 | 279 955 CHF | 281 258 CHF | 99,96% | 99,96% |
08/08/2024 | 0,48% | 4,25 CHF | 4,27 CHF | 66 000 | 66 000 | 66 071 | 66 071 | 277 036 CHF | 278 357 CHF | 99,97% | 99,97% |
07/08/2024 | 0,47% | 4,30 CHF | 4,32 CHF | 65 000 | 65 000 | 65 804 | 65 804 | 278 922 CHF | 280 238 CHF | 99,95% | 99,95% |
06/08/2024 | 0,49% | 4,01 CHF | 4,03 CHF | 68 000 | 68 000 | 67 384 | 67 384 | 273 105 CHF | 274 452 CHF | 99,78% | 99,78% |
02/08/2024 | 0,45% | 4,31 CHF | 4,33 CHF | 65 000 | 65 000 | 64 251 | 64 251 | 284 234 CHF | 285 519 CHF | 99,79% | 99,79% |
31/07/2024 | 0,41% | 4,86 CHF | 4,88 CHF | 61 000 | 61 000 | 61 000 | 61 000 | 296 624 CHF | 297 844 CHF | 39,24% | 39,24% |