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% | 5,28 CHF | 5,29 CHF | 76 000 | 76 000 | 32 802 | 32 802 | 174 283 CHF | 174 782 CHF | 99,87% | 99,87% |
14/08/2024 | 0,35% | 5,23 CHF | 5,24 CHF | 76 000 | 76 000 | 34 136 | 34 136 | 175 543 CHF | 176 061 CHF | 99,65% | 99,65% |
13/08/2024 | 0,36% | 5,16 CHF | 5,17 CHF | 76 000 | 76 000 | 34 507 | 34 507 | 173 366 CHF | 173 891 CHF | 99,98% | 99,98% |
12/08/2024 | 0,35% | 4,97 CHF | 4,98 CHF | 76 000 | 76 000 | 34 132 | 34 132 | 172 992 CHF | 173 510 CHF | 99,09% | 99,09% |
09/08/2024 | 0,37% | 4,98 CHF | 4,99 CHF | 76 000 | 76 000 | 33 995 | 33 995 | 167 254 CHF | 167 763 CHF | 99,78% | 99,78% |
08/08/2024 | 0,42% | 4,63 CHF | 4,64 CHF | 80 000 | 80 000 | 38 199 | 38 199 | 167 115 CHF | 167 699 CHF | 99,44% | 99,44% |
07/08/2024 | 0,42% | 4,61 CHF | 4,62 CHF | 84 000 | 84 000 | 38 272 | 38 272 | 167 899 CHF | 168 485 CHF | 99,49% | 99,49% |
06/08/2024 | 0,71% | 4,25 CHF | 4,26 CHF | 88 000 | 88 000 | 29 079 | 29 079 | 121 073 CHF | 121 608 CHF | 98,21% | 98,21% |
02/08/2024 | 0,46% | 3,69 CHF | 3,70 CHF | 96 000 | 96 000 | 41 924 | 41 924 | 160 651 CHF | 161 284 CHF | 97,63% | 97,63% |
30/07/2024 | 0,40% | 4,38 CHF | 4,39 CHF | 84 000 | 84 000 | 37 498 | 37 498 | 167 709 CHF | 168 279 CHF | 99,56% | 99,56% |