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% | 5,30 CHF | 5,31 CHF | 76 000 | 76 000 | 32 841 | 32 841 | 175 269 CHF | 175 769 CHF | 99,77% | 99,77% |
14/08/2024 | 0,35% | 5,25 CHF | 5,26 CHF | 76 000 | 76 000 | 34 141 | 34 141 | 176 308 CHF | 176 826 CHF | 99,66% | 99,66% |
13/08/2024 | 0,36% | 5,18 CHF | 5,19 CHF | 76 000 | 76 000 | 34 506 | 34 506 | 174 107 CHF | 174 632 CHF | 99,98% | 99,98% |
12/08/2024 | 0,35% | 4,99 CHF | 5,00 CHF | 76 000 | 76 000 | 34 136 | 34 136 | 173 816 CHF | 174 334 CHF | 99,08% | 99,08% |
09/08/2024 | 0,36% | 5,00 CHF | 5,01 CHF | 76 000 | 76 000 | 33 997 | 33 997 | 168 003 CHF | 168 512 CHF | 99,78% | 99,78% |
08/08/2024 | 0,42% | 4,65 CHF | 4,66 CHF | 80 000 | 80 000 | 38 198 | 38 198 | 167 942 CHF | 168 526 CHF | 99,45% | 99,45% |
07/08/2024 | 0,42% | 4,63 CHF | 4,64 CHF | 84 000 | 84 000 | 38 271 | 38 271 | 168 798 CHF | 169 385 CHF | 99,47% | 99,47% |
06/08/2024 | 0,71% | 4,28 CHF | 4,29 CHF | 88 000 | 88 000 | 29 343 | 29 343 | 122 893 CHF | 123 431 CHF | 98,22% | 98,22% |
02/08/2024 | 0,46% | 3,71 CHF | 3,72 CHF | 96 000 | 96 000 | 42 052 | 42 052 | 162 166 CHF | 162 799 CHF | 97,88% | 97,88% |
30/07/2024 | 0,40% | 4,40 CHF | 4,41 CHF | 84 000 | 84 000 | 37 650 | 37 650 | 169 326 CHF | 169 897 CHF | 99,89% | 99,89% |