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% | 5,15 CHF | 5,16 CHF | 106 000 | 106 000 | 107 212 | 107 212 | 541 973 CHF | 543 045 CHF | 100,00% | 100,00% |
14/08/2024 | 0,20% | 4,95 CHF | 4,96 CHF | 110 000 | 110 000 | 109 366 | 109 366 | 542 652 CHF | 543 746 CHF | 99,72% | 99,72% |
13/08/2024 | 0,21% | 4,91 CHF | 4,92 CHF | 110 000 | 110 000 | 110 145 | 110 145 | 534 943 CHF | 536 044 CHF | 100,00% | 100,00% |
12/08/2024 | 0,21% | 4,83 CHF | 4,84 CHF | 112 000 | 112 000 | 111 126 | 111 126 | 536 584 CHF | 537 696 CHF | 99,24% | 99,24% |
09/08/2024 | 0,21% | 4,81 CHF | 4,82 CHF | 112 000 | 112 000 | 111 543 | 111 543 | 532 789 CHF | 533 905 CHF | 99,95% | 99,95% |
08/08/2024 | 0,22% | 4,69 CHF | 4,70 CHF | 114 000 | 114 000 | 114 720 | 114 720 | 525 998 CHF | 527 145 CHF | 99,80% | 99,80% |
07/08/2024 | 0,21% | 4,73 CHF | 4,74 CHF | 112 000 | 112 000 | 113 331 | 113 331 | 528 155 CHF | 529 289 CHF | 99,97% | 99,97% |
06/08/2024 | 0,22% | 4,57 CHF | 4,58 CHF | 116 000 | 116 000 | 115 533 | 115 533 | 522 203 CHF | 523 358 CHF | 99,72% | 99,72% |
02/08/2024 | 0,21% | 4,61 CHF | 4,62 CHF | 114 000 | 114 000 | 112 694 | 112 694 | 530 405 CHF | 531 532 CHF | 99,64% | 99,64% |
30/07/2024 | 0,20% | 4,99 CHF | 5,00 CHF | 108 000 | 108 000 | 107 578 | 107 578 | 543 500 CHF | 544 576 CHF | 99,97% | 99,97% |