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% | 5,42 CHF | 5,43 CHF | 76 000 | 76 000 | 32 847 | 32 847 | 179 019 CHF | 179 519 CHF | 99,79% | 99,79% |
14/08/2024 | 0,34% | 5,37 CHF | 5,38 CHF | 76 000 | 76 000 | 34 132 | 34 132 | 180 093 CHF | 180 611 CHF | 99,63% | 99,63% |
13/08/2024 | 0,35% | 5,30 CHF | 5,31 CHF | 76 000 | 76 000 | 34 509 | 34 509 | 178 092 CHF | 178 617 CHF | 99,98% | 99,98% |
12/08/2024 | 0,35% | 5,11 CHF | 5,12 CHF | 76 000 | 76 000 | 34 130 | 34 130 | 177 645 CHF | 178 163 CHF | 99,07% | 99,07% |
09/08/2024 | 0,36% | 5,12 CHF | 5,13 CHF | 76 000 | 76 000 | 34 009 | 34 009 | 171 889 CHF | 172 398 CHF | 99,81% | 99,81% |
08/08/2024 | 0,41% | 4,76 CHF | 4,77 CHF | 80 000 | 80 000 | 38 197 | 38 197 | 172 212 CHF | 172 795 CHF | 99,44% | 99,44% |
07/08/2024 | 0,41% | 4,74 CHF | 4,75 CHF | 84 000 | 84 000 | 38 298 | 38 298 | 173 218 CHF | 173 805 CHF | 99,53% | 99,53% |
06/08/2024 | 0,69% | 4,39 CHF | 4,40 CHF | 88 000 | 88 000 | 29 320 | 29 320 | 126 036 CHF | 126 574 CHF | 98,17% | 98,17% |
02/08/2024 | 0,44% | 3,82 CHF | 3,83 CHF | 96 000 | 96 000 | 41 872 | 41 872 | 166 086 CHF | 166 718 CHF | 97,51% | 97,51% |
30/07/2024 | 0,39% | 4,52 CHF | 4,53 CHF | 84 000 | 84 000 | 37 497 | 37 497 | 172 934 CHF | 173 504 CHF | 99,56% | 99,56% |