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 | 0,19% | 6,14 CHF | 6,15 CHF | 50 000 | 50 000 | 30 501 | 30 501 | 176 208 CHF | 176 535 CHF | 98,16% | 98,16% |
14/08/2024 | 0,20% | 5,51 CHF | 5,52 CHF | 50 000 | 50 000 | 30 786 | 30 786 | 170 449 CHF | 170 785 CHF | 85,66% | 85,66% |
13/08/2024 | 0,20% | 5,32 CHF | 5,33 CHF | 50 000 | 50 000 | 30 825 | 30 825 | 163 941 CHF | 164 269 CHF | 92,94% | 92,94% |
12/08/2024 | 0,20% | 5,37 CHF | 5,38 CHF | 50 000 | 50 000 | 30 553 | 30 553 | 163 640 CHF | 163 969 CHF | 97,17% | 97,17% |
09/08/2024 | 0,21% | 5,29 CHF | 5,30 CHF | 50 000 | 50 000 | 30 417 | 30 417 | 159 082 CHF | 159 410 CHF | 99,59% | 99,59% |
08/08/2024 | 0,22% | 5,05 CHF | 5,06 CHF | 50 000 | 50 000 | 30 538 | 30 538 | 150 845 CHF | 151 175 CHF | 95,88% | 95,88% |
07/08/2024 | 0,22% | 5,24 CHF | 5,25 CHF | 50 000 | 50 000 | 30 404 | 30 404 | 154 454 CHF | 154 781 CHF | 99,53% | 99,53% |
06/08/2024 | 0,23% | 4,81 CHF | 4,82 CHF | 50 000 | 50 000 | 30 393 | 30 393 | 143 854 CHF | 144 180 CHF | 97,47% | 97,47% |
02/08/2024 | 0,21% | 5,02 CHF | 5,03 CHF | 50 000 | 50 000 | 30 433 | 30 433 | 159 445 CHF | 159 774 CHF | 97,11% | 97,11% |
30/07/2024 | 0,16% | 6,70 CHF | 6,71 CHF | 50 000 | 50 000 | 30 354 | 30 354 | 209 250 CHF | 209 577 CHF | 98,93% | 98,93% |