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 | 0,20% | 5,05 CHF | 5,06 CHF | 106 000 | 106 000 | 107 211 | 107 211 | 530 695 CHF | 531 767 CHF | 99,99% | 99,99% |
14/08/2024 | 0,21% | 4,85 CHF | 4,86 CHF | 110 000 | 110 000 | 109 366 | 109 366 | 531 196 CHF | 532 290 CHF | 99,71% | 99,71% |
13/08/2024 | 0,21% | 4,81 CHF | 4,82 CHF | 110 000 | 110 000 | 110 145 | 110 145 | 523 402 CHF | 524 503 CHF | 100,00% | 100,00% |
12/08/2024 | 0,21% | 4,73 CHF | 4,74 CHF | 112 000 | 112 000 | 111 126 | 111 126 | 524 948 CHF | 526 059 CHF | 99,23% | 99,23% |
09/08/2024 | 0,21% | 4,71 CHF | 4,72 CHF | 112 000 | 112 000 | 111 543 | 111 543 | 521 219 CHF | 522 334 CHF | 99,96% | 99,96% |
08/08/2024 | 0,22% | 4,59 CHF | 4,60 CHF | 114 000 | 114 000 | 114 720 | 114 720 | 514 206 CHF | 515 353 CHF | 99,86% | 99,86% |
07/08/2024 | 0,22% | 4,63 CHF | 4,64 CHF | 112 000 | 112 000 | 113 330 | 113 330 | 516 438 CHF | 517 572 CHF | 99,94% | 99,94% |
06/08/2024 | 0,23% | 4,47 CHF | 4,48 CHF | 116 000 | 116 000 | 115 532 | 115 532 | 510 363 CHF | 511 518 CHF | 99,61% | 99,61% |
02/08/2024 | 0,22% | 4,51 CHF | 4,52 CHF | 114 000 | 114 000 | 112 694 | 112 694 | 518 732 CHF | 519 858 CHF | 99,60% | 99,60% |
30/07/2024 | 0,20% | 4,89 CHF | 4,90 CHF | 108 000 | 108 000 | 107 579 | 107 579 | 532 223 CHF | 533 299 CHF | 99,99% | 99,99% |