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 | 0,34% | 5,35 CHF | 5,36 CHF | 76 000 | 76 000 | 32 840 | 32 840 | 176 839 CHF | 177 339 CHF | 99,77% | 99,77% |
14/08/2024 | 0,35% | 5,30 CHF | 5,31 CHF | 76 000 | 76 000 | 34 137 | 34 137 | 177 978 CHF | 178 496 CHF | 99,64% | 99,64% |
13/08/2024 | 0,36% | 5,23 CHF | 5,24 CHF | 76 000 | 76 000 | 34 503 | 34 503 | 175 808 CHF | 176 333 CHF | 99,97% | 99,97% |
12/08/2024 | 0,35% | 5,04 CHF | 5,05 CHF | 76 000 | 76 000 | 34 124 | 34 124 | 175 388 CHF | 175 906 CHF | 99,07% | 99,07% |
09/08/2024 | 0,36% | 5,05 CHF | 5,06 CHF | 76 000 | 76 000 | 33 981 | 33 981 | 169 537 CHF | 170 045 CHF | 99,75% | 99,75% |
08/08/2024 | 0,41% | 4,70 CHF | 4,71 CHF | 80 000 | 80 000 | 38 169 | 38 169 | 169 702 CHF | 170 285 CHF | 99,38% | 99,38% |
07/08/2024 | 0,41% | 4,68 CHF | 4,69 CHF | 84 000 | 84 000 | 38 265 | 38 265 | 170 586 CHF | 171 172 CHF | 99,47% | 99,47% |
06/08/2024 | 0,70% | 4,32 CHF | 4,33 CHF | 88 000 | 88 000 | 29 227 | 29 227 | 123 766 CHF | 124 303 CHF | 98,23% | 98,23% |
02/08/2024 | 0,45% | 3,76 CHF | 3,77 CHF | 96 000 | 96 000 | 42 091 | 42 091 | 164 309 CHF | 164 942 CHF | 97,95% | 97,95% |
30/07/2024 | 0,39% | 4,45 CHF | 4,46 CHF | 84 000 | 84 000 | 37 656 | 37 656 | 171 185 CHF | 171 756 CHF | 99,90% | 99,90% |