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% | 5,60 CHF | 5,61 CHF | 76 000 | 76 000 | 32 845 | 32 845 | 185 064 CHF | 185 564 CHF | 99,78% | 99,78% |
14/08/2024 | 0,33% | 5,55 CHF | 5,56 CHF | 76 000 | 76 000 | 34 135 | 34 135 | 186 513 CHF | 187 031 CHF | 99,64% | 99,64% |
13/08/2024 | 0,34% | 5,48 CHF | 5,49 CHF | 76 000 | 76 000 | 34 510 | 34 510 | 184 645 CHF | 185 169 CHF | 99,98% | 99,98% |
12/08/2024 | 0,33% | 5,30 CHF | 5,31 CHF | 76 000 | 76 000 | 34 134 | 34 134 | 184 204 CHF | 184 722 CHF | 99,08% | 99,08% |
09/08/2024 | 0,34% | 5,31 CHF | 5,32 CHF | 76 000 | 76 000 | 34 002 | 34 002 | 178 459 CHF | 178 968 CHF | 99,80% | 99,80% |
08/08/2024 | 0,39% | 4,96 CHF | 4,97 CHF | 80 000 | 80 000 | 38 185 | 38 185 | 180 137 CHF | 180 721 CHF | 99,40% | 99,40% |
07/08/2024 | 0,39% | 4,95 CHF | 4,96 CHF | 84 000 | 84 000 | 38 257 | 38 257 | 180 951 CHF | 181 538 CHF | 99,44% | 99,44% |
06/08/2024 | 0,66% | 4,60 CHF | 4,61 CHF | 88 000 | 88 000 | 29 023 | 29 023 | 130 847 CHF | 131 382 CHF | 97,91% | 97,91% |
02/08/2024 | 0,42% | 4,05 CHF | 4,06 CHF | 96 000 | 96 000 | 42 100 | 42 100 | 176 525 CHF | 177 159 CHF | 97,97% | 97,97% |
30/07/2024 | 0,37% | 4,73 CHF | 4,74 CHF | 84 000 | 84 000 | 37 647 | 37 647 | 181 623 CHF | 182 194 CHF | 99,88% | 99,88% |