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 | 0,33% | 5,46 CHF | 5,47 CHF | 76 000 | 76 000 | 32 845 | 32 845 | 180 500 CHF | 181 001 CHF | 99,78% | 99,78% |
14/08/2024 | 0,34% | 5,41 CHF | 5,42 CHF | 76 000 | 76 000 | 34 134 | 34 134 | 181 651 CHF | 182 169 CHF | 99,63% | 99,63% |
13/08/2024 | 0,35% | 5,34 CHF | 5,35 CHF | 76 000 | 76 000 | 34 509 | 34 509 | 179 578 CHF | 180 103 CHF | 99,99% | 99,99% |
12/08/2024 | 0,34% | 5,15 CHF | 5,16 CHF | 76 000 | 76 000 | 34 131 | 34 131 | 179 137 CHF | 179 655 CHF | 99,08% | 99,08% |
09/08/2024 | 0,35% | 5,16 CHF | 5,17 CHF | 76 000 | 76 000 | 33 989 | 33 989 | 173 322 CHF | 173 831 CHF | 99,77% | 99,77% |
08/08/2024 | 0,40% | 4,81 CHF | 4,82 CHF | 80 000 | 80 000 | 38 175 | 38 175 | 173 829 CHF | 174 412 CHF | 99,40% | 99,40% |
07/08/2024 | 0,40% | 4,79 CHF | 4,80 CHF | 84 000 | 84 000 | 38 283 | 38 283 | 174 802 CHF | 175 388 CHF | 99,48% | 99,48% |
06/08/2024 | 0,68% | 4,43 CHF | 4,44 CHF | 88 000 | 88 000 | 29 363 | 29 363 | 127 470 CHF | 128 008 CHF | 98,27% | 98,27% |
02/08/2024 | 0,44% | 3,86 CHF | 3,87 CHF | 96 000 | 96 000 | 42 118 | 42 118 | 168 966 CHF | 169 600 CHF | 98,02% | 98,02% |
30/07/2024 | 0,39% | 4,56 CHF | 4,57 CHF | 84 000 | 84 000 | 37 656 | 37 656 | 175 360 CHF | 175 931 CHF | 99,90% | 99,90% |