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% | 5,40 CHF | 5,41 CHF | 76 000 | 76 000 | 32 844 | 32 844 | 178 499 CHF | 178 999 CHF | 99,78% | 99,78% |
14/08/2024 | 0,34% | 5,35 CHF | 5,36 CHF | 76 000 | 76 000 | 34 133 | 34 133 | 179 587 CHF | 180 105 CHF | 99,64% | 99,64% |
13/08/2024 | 0,35% | 5,28 CHF | 5,29 CHF | 76 000 | 76 000 | 34 512 | 34 512 | 177 505 CHF | 178 030 CHF | 99,99% | 99,99% |
12/08/2024 | 0,35% | 5,09 CHF | 5,10 CHF | 76 000 | 76 000 | 34 125 | 34 125 | 177 100 CHF | 177 618 CHF | 99,07% | 99,07% |
09/08/2024 | 0,36% | 5,10 CHF | 5,11 CHF | 76 000 | 76 000 | 33 989 | 33 989 | 171 265 CHF | 171 774 CHF | 99,77% | 99,77% |
08/08/2024 | 0,41% | 4,74 CHF | 4,75 CHF | 80 000 | 80 000 | 38 233 | 38 233 | 171 792 CHF | 172 376 CHF | 99,51% | 99,51% |
07/08/2024 | 0,41% | 4,73 CHF | 4,74 CHF | 84 000 | 84 000 | 38 285 | 38 285 | 172 498 CHF | 173 085 CHF | 99,51% | 99,51% |
06/08/2024 | 0,69% | 4,37 CHF | 4,38 CHF | 88 000 | 88 000 | 29 084 | 29 084 | 124 556 CHF | 125 092 CHF | 98,25% | 98,25% |
02/08/2024 | 0,45% | 3,80 CHF | 3,81 CHF | 96 000 | 96 000 | 42 104 | 42 104 | 166 359 CHF | 166 993 CHF | 97,99% | 97,99% |
30/07/2024 | 0,39% | 4,50 CHF | 4,51 CHF | 84 000 | 84 000 | 37 653 | 37 653 | 173 093 CHF | 173 664 CHF | 99,89% | 99,89% |