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 | 0,32% | 5,25 CHF | 5,26 CHF | 65 000 | 65 000 | 28 833 | 28 833 | 143 845 CHF | 144 229 CHF | 99,86% | 99,86% |
14/08/2024 | 0,35% | 4,76 CHF | 4,77 CHF | 69 000 | 69 000 | 29 048 | 29 048 | 133 647 CHF | 134 033 CHF | 99,31% | 99,31% |
13/08/2024 | 0,36% | 4,44 CHF | 4,45 CHF | 72 000 | 72 000 | 30 734 | 30 734 | 133 822 CHF | 134 227 CHF | 99,95% | 99,95% |
12/08/2024 | 0,37% | 4,37 CHF | 4,38 CHF | 72 000 | 72 000 | 31 229 | 31 229 | 131 768 CHF | 132 181 CHF | 99,02% | 99,02% |
09/08/2024 | 0,38% | 4,18 CHF | 4,19 CHF | 74 000 | 74 000 | 31 238 | 31 238 | 128 077 CHF | 128 493 CHF | 97,88% | 97,88% |
08/08/2024 | 0,43% | 3,87 CHF | 3,88 CHF | 77 000 | 77 000 | 32 948 | 32 948 | 122 389 CHF | 122 823 CHF | 99,67% | 99,67% |
07/08/2024 | 0,40% | 3,93 CHF | 3,94 CHF | 76 000 | 76 000 | 33 025 | 33 025 | 129 805 CHF | 130 243 CHF | 96,20% | 96,20% |
06/08/2024 | 0,43% | 3,65 CHF | 3,66 CHF | 79 000 | 79 000 | 32 383 | 32 383 | 122 693 CHF | 123 129 CHF | 99,30% | 99,30% |
02/08/2024 | 0,43% | 4,20 CHF | 4,21 CHF | 74 000 | 74 000 | 29 507 | 29 507 | 130 151 CHF | 130 606 CHF | 99,29% | 99,29% |
30/07/2024 | 0,28% | 5,22 CHF | 5,23 CHF | 65 000 | 65 000 | 26 943 | 26 943 | 147 460 CHF | 147 815 CHF | 99,88% | 99,88% |