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% | 5,16 CHF | 5,17 CHF | 65 000 | 65 000 | 28 839 | 28 839 | 141 112 CHF | 141 496 CHF | 99,88% | 99,88% |
14/08/2024 | 0,35% | 4,67 CHF | 4,68 CHF | 69 000 | 69 000 | 29 086 | 29 086 | 131 038 CHF | 131 425 CHF | 99,41% | 99,41% |
13/08/2024 | 0,37% | 4,34 CHF | 4,35 CHF | 72 000 | 72 000 | 30 748 | 30 748 | 130 919 CHF | 131 325 CHF | 99,98% | 99,98% |
12/08/2024 | 0,38% | 4,28 CHF | 4,29 CHF | 72 000 | 72 000 | 31 243 | 31 243 | 128 791 CHF | 129 203 CHF | 98,98% | 98,98% |
09/08/2024 | 0,39% | 4,08 CHF | 4,09 CHF | 74 000 | 74 000 | 31 324 | 31 324 | 125 361 CHF | 125 777 CHF | 97,19% | 97,19% |
08/08/2024 | 0,44% | 3,78 CHF | 3,79 CHF | 77 000 | 77 000 | 32 965 | 32 965 | 119 200 CHF | 119 634 CHF | 99,71% | 99,71% |
07/08/2024 | 0,41% | 3,83 CHF | 3,84 CHF | 76 000 | 76 000 | 33 109 | 33 109 | 126 941 CHF | 127 380 CHF | 95,61% | 95,61% |
06/08/2024 | 0,44% | 3,55 CHF | 3,56 CHF | 79 000 | 79 000 | 32 312 | 32 312 | 119 323 CHF | 119 759 CHF | 99,18% | 99,18% |
02/08/2024 | 0,44% | 4,10 CHF | 4,11 CHF | 74 000 | 74 000 | 29 558 | 29 558 | 127 523 CHF | 127 979 CHF | 99,40% | 99,40% |
30/07/2024 | 0,29% | 5,12 CHF | 5,13 CHF | 65 000 | 65 000 | 26 942 | 26 942 | 144 878 CHF | 145 233 CHF | 99,87% | 99,87% |