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 | 0,31% | 5,36 CHF | 5,37 CHF | 65 000 | 65 000 | 28 845 | 28 845 | 147 064 CHF | 147 449 CHF | 99,90% | 99,90% |
14/08/2024 | 0,34% | 4,87 CHF | 4,88 CHF | 69 000 | 69 000 | 29 105 | 29 105 | 137 060 CHF | 137 446 CHF | 99,46% | 99,46% |
13/08/2024 | 0,35% | 4,55 CHF | 4,56 CHF | 72 000 | 72 000 | 30 752 | 30 752 | 137 195 CHF | 137 601 CHF | 99,99% | 99,99% |
12/08/2024 | 0,36% | 4,48 CHF | 4,49 CHF | 72 000 | 72 000 | 31 225 | 31 225 | 135 097 CHF | 135 509 CHF | 98,95% | 98,95% |
09/08/2024 | 0,37% | 4,28 CHF | 4,29 CHF | 74 000 | 74 000 | 31 416 | 31 416 | 132 113 CHF | 132 529 CHF | 96,33% | 96,33% |
08/08/2024 | 0,42% | 3,98 CHF | 3,99 CHF | 77 000 | 77 000 | 32 952 | 32 952 | 125 825 CHF | 126 259 CHF | 99,67% | 99,67% |
07/08/2024 | 0,39% | 4,03 CHF | 4,04 CHF | 76 000 | 76 000 | 33 108 | 33 108 | 133 614 CHF | 134 052 CHF | 95,60% | 95,60% |
06/08/2024 | 0,42% | 3,75 CHF | 3,76 CHF | 79 000 | 79 000 | 32 303 | 32 303 | 125 768 CHF | 126 203 CHF | 99,17% | 99,17% |
02/08/2024 | 0,42% | 4,30 CHF | 4,31 CHF | 74 000 | 74 000 | 29 534 | 29 534 | 133 425 CHF | 133 881 CHF | 99,36% | 99,36% |
30/07/2024 | 0,27% | 5,33 CHF | 5,34 CHF | 65 000 | 65 000 | 26 945 | 26 945 | 150 483 CHF | 150 838 CHF | 99,88% | 99,88% |