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 | 0,33% | 5,05 CHF | 5,06 CHF | 65 000 | 65 000 | 28 842 | 28 842 | 138 069 CHF | 138 454 CHF | 99,89% | 99,89% |
14/08/2024 | 0,36% | 4,56 CHF | 4,57 CHF | 69 000 | 69 000 | 29 094 | 29 094 | 128 012 CHF | 128 399 CHF | 99,42% | 99,42% |
13/08/2024 | 0,38% | 4,24 CHF | 4,25 CHF | 72 000 | 72 000 | 30 752 | 30 752 | 127 656 CHF | 128 062 CHF | 99,99% | 99,99% |
12/08/2024 | 0,39% | 4,17 CHF | 4,18 CHF | 72 000 | 72 000 | 31 233 | 31 233 | 125 416 CHF | 125 828 CHF | 99,03% | 99,03% |
09/08/2024 | 0,40% | 3,97 CHF | 3,98 CHF | 74 000 | 74 000 | 31 307 | 31 307 | 121 994 CHF | 122 410 CHF | 97,13% | 97,13% |
08/08/2024 | 0,46% | 3,67 CHF | 3,68 CHF | 77 000 | 77 000 | 32 939 | 32 939 | 115 636 CHF | 116 070 CHF | 99,65% | 99,65% |
07/08/2024 | 0,42% | 3,72 CHF | 3,73 CHF | 76 000 | 76 000 | 33 017 | 33 017 | 123 059 CHF | 123 497 CHF | 96,11% | 96,11% |
06/08/2024 | 0,45% | 3,45 CHF | 3,46 CHF | 79 000 | 79 000 | 32 377 | 32 377 | 116 182 CHF | 116 618 CHF | 99,32% | 99,32% |
02/08/2024 | 0,45% | 3,99 CHF | 4,00 CHF | 74 000 | 74 000 | 29 520 | 29 520 | 124 242 CHF | 124 698 CHF | 99,33% | 99,33% |
30/07/2024 | 0,29% | 5,01 CHF | 5,02 CHF | 65 000 | 65 000 | 26 943 | 26 943 | 141 978 CHF | 142 333 CHF | 99,88% | 99,88% |