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 | 0,30% | 6,25 CHF | 6,29 CHF | 50 000 | 50 000 | 193 287 | 193 287 | 1 203 210 CHF | 1 205 560 CHF | 99,36% | 99,36% |
14/08/2024 | 0,20% | 6,15 CHF | 6,16 CHF | 250 000 | 250 000 | 231 046 | 231 046 | 1 455 340 CHF | 1 457 790 CHF | 97,74% | 97,74% |
13/08/2024 | 0,16% | 6,34 CHF | 6,35 CHF | 250 000 | 250 000 | 249 895 | 249 895 | 1 574 400 CHF | 1 576 900 CHF | 91,64% | 91,64% |
12/08/2024 | 0,25% | 6,24 CHF | 6,28 CHF | 50 000 | 50 000 | 214 073 | 214 073 | 1 311 940 CHF | 1 314 350 CHF | 100,00% | 100,00% |
09/08/2024 | 0,34% | 5,97 CHF | 6,01 CHF | 50 000 | 50 000 | 180 634 | 180 634 | 1 078 110 CHF | 1 080 440 CHF | 99,90% | 99,90% |
08/08/2024 | 0,69% | 5,85 CHF | 5,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 287 137 CHF | 289 124 CHF | 96,16% | 96,16% |
07/08/2024 | 0,38% | 5,74 CHF | 5,78 CHF | 50 000 | 50 000 | 171 649 | 171 649 | 974 558 CHF | 976 857 CHF | 99,13% | 99,13% |
06/08/2024 | 0,17% | 5,55 CHF | 5,56 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 1 431 200 CHF | 1 433 700 CHF | 98,29% | 98,29% |
02/08/2024 | 0,21% | 5,83 CHF | 5,87 CHF | 50 000 | 50 000 | 226 389 | 226 389 | 1 435 300 CHF | 1 437 740 CHF | 97,88% | 97,88% |
30/07/2024 | 0,17% | 5,83 CHF | 5,84 CHF | 250 000 | 250 000 | 249 942 | 249 942 | 1 458 050 CHF | 1 460 550 CHF | 99,34% | 99,34% |