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 | 0,18% | 5,76 CHF | 5,77 CHF | 106 000 | 106 000 | 107 212 | 107 212 | 606 511 CHF | 607 583 CHF | 99,98% | 99,98% |
14/08/2024 | 0,18% | 5,55 CHF | 5,56 CHF | 110 000 | 110 000 | 109 366 | 109 366 | 608 282 CHF | 609 376 CHF | 99,69% | 99,69% |
13/08/2024 | 0,18% | 5,51 CHF | 5,52 CHF | 110 000 | 110 000 | 110 145 | 110 145 | 600 664 CHF | 601 765 CHF | 100,00% | 100,00% |
12/08/2024 | 0,18% | 5,43 CHF | 5,44 CHF | 112 000 | 112 000 | 111 126 | 111 126 | 603 054 CHF | 604 166 CHF | 99,23% | 99,23% |
09/08/2024 | 0,19% | 5,41 CHF | 5,42 CHF | 112 000 | 112 000 | 111 543 | 111 543 | 599 105 CHF | 600 220 CHF | 99,92% | 99,92% |
08/08/2024 | 0,19% | 5,28 CHF | 5,29 CHF | 114 000 | 114 000 | 114 720 | 114 720 | 593 881 CHF | 595 028 CHF | 99,84% | 99,84% |
07/08/2024 | 0,19% | 5,33 CHF | 5,34 CHF | 112 000 | 112 000 | 113 332 | 113 332 | 595 243 CHF | 596 376 CHF | 99,96% | 99,96% |
06/08/2024 | 0,20% | 5,16 CHF | 5,17 CHF | 116 000 | 116 000 | 115 533 | 115 533 | 590 008 CHF | 591 164 CHF | 99,68% | 99,68% |
02/08/2024 | 0,19% | 5,20 CHF | 5,21 CHF | 114 000 | 114 000 | 112 694 | 112 694 | 597 157 CHF | 598 284 CHF | 99,65% | 99,65% |
30/07/2024 | 0,18% | 5,59 CHF | 5,60 CHF | 108 000 | 108 000 | 107 579 | 107 579 | 608 329 CHF | 609 404 CHF | 99,99% | 99,99% |