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% | 5,06 CHF | 5,07 CHF | 65 000 | 65 000 | 28 827 | 28 827 | 138 096 CHF | 138 481 CHF | 99,85% | 99,85% |
14/08/2024 | 0,36% | 4,57 CHF | 4,58 CHF | 69 000 | 69 000 | 29 038 | 29 038 | 127 881 CHF | 128 267 CHF | 99,30% | 99,30% |
13/08/2024 | 0,37% | 4,24 CHF | 4,25 CHF | 72 000 | 72 000 | 30 740 | 30 740 | 127 779 CHF | 128 184 CHF | 99,96% | 99,96% |
12/08/2024 | 0,39% | 4,18 CHF | 4,19 CHF | 72 000 | 72 000 | 31 239 | 31 239 | 125 646 CHF | 126 058 CHF | 99,02% | 99,02% |
09/08/2024 | 0,40% | 3,98 CHF | 3,99 CHF | 74 000 | 74 000 | 31 243 | 31 243 | 121 936 CHF | 122 352 CHF | 97,88% | 97,88% |
08/08/2024 | 0,45% | 3,68 CHF | 3,69 CHF | 77 000 | 77 000 | 32 948 | 32 948 | 115 908 CHF | 116 343 CHF | 99,66% | 99,66% |
07/08/2024 | 0,42% | 3,73 CHF | 3,74 CHF | 76 000 | 76 000 | 33 021 | 33 021 | 123 299 CHF | 123 737 CHF | 96,19% | 96,19% |
06/08/2024 | 0,45% | 3,45 CHF | 3,46 CHF | 79 000 | 79 000 | 32 325 | 32 325 | 116 224 CHF | 116 660 CHF | 99,22% | 99,22% |
02/08/2024 | 0,45% | 4,00 CHF | 4,01 CHF | 74 000 | 74 000 | 29 546 | 29 546 | 124 502 CHF | 124 958 CHF | 99,37% | 99,37% |
30/07/2024 | 0,29% | 5,02 CHF | 5,03 CHF | 65 000 | 65 000 | 26 945 | 26 945 | 142 054 CHF | 142 409 CHF | 99,88% | 99,88% |