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% | 5,56 CHF | 5,57 CHF | 76 000 | 76 000 | 32 844 | 32 844 | 183 491 CHF | 183 991 CHF | 99,78% | 99,78% |
14/08/2024 | 0,33% | 5,50 CHF | 5,51 CHF | 76 000 | 76 000 | 34 133 | 34 133 | 184 896 CHF | 185 414 CHF | 99,64% | 99,64% |
13/08/2024 | 0,34% | 5,44 CHF | 5,45 CHF | 76 000 | 76 000 | 34 509 | 34 509 | 182 998 CHF | 183 523 CHF | 99,98% | 99,98% |
12/08/2024 | 0,34% | 5,25 CHF | 5,26 CHF | 76 000 | 76 000 | 34 133 | 34 133 | 182 499 CHF | 183 017 CHF | 99,09% | 99,09% |
09/08/2024 | 0,35% | 5,26 CHF | 5,27 CHF | 76 000 | 76 000 | 33 980 | 33 980 | 176 667 CHF | 177 176 CHF | 99,75% | 99,75% |
08/08/2024 | 0,39% | 4,92 CHF | 4,93 CHF | 80 000 | 80 000 | 38 164 | 38 164 | 178 278 CHF | 178 862 CHF | 99,37% | 99,37% |
07/08/2024 | 0,39% | 4,90 CHF | 4,91 CHF | 84 000 | 84 000 | 38 276 | 38 276 | 179 245 CHF | 179 832 CHF | 99,50% | 99,50% |
06/08/2024 | 0,66% | 4,55 CHF | 4,56 CHF | 88 000 | 88 000 | 29 297 | 29 297 | 130 754 CHF | 131 292 CHF | 98,15% | 98,15% |
02/08/2024 | 0,43% | 4,00 CHF | 4,01 CHF | 96 000 | 96 000 | 42 103 | 42 103 | 174 455 CHF | 175 089 CHF | 97,99% | 97,99% |
30/07/2024 | 0,38% | 4,68 CHF | 4,69 CHF | 84 000 | 84 000 | 37 651 | 37 651 | 179 787 CHF | 180 358 CHF | 99,89% | 99,89% |