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 | 0,20% | 6,00 CHF | 6,01 CHF | 50 000 | 50 000 | 30 509 | 30 509 | 171 920 CHF | 172 248 CHF | 98,19% | 98,19% |
14/08/2024 | 0,21% | 5,37 CHF | 5,38 CHF | 50 000 | 50 000 | 30 796 | 30 796 | 166 149 CHF | 166 485 CHF | 85,70% | 85,70% |
13/08/2024 | 0,20% | 5,18 CHF | 5,19 CHF | 50 000 | 50 000 | 30 983 | 30 983 | 160 371 CHF | 160 695 CHF | 90,47% | 90,47% |
12/08/2024 | 0,21% | 5,23 CHF | 5,24 CHF | 50 000 | 50 000 | 30 535 | 30 535 | 159 194 CHF | 159 523 CHF | 97,08% | 97,08% |
09/08/2024 | 0,22% | 5,15 CHF | 5,16 CHF | 50 000 | 50 000 | 30 422 | 30 422 | 154 800 CHF | 155 128 CHF | 99,51% | 99,51% |
08/08/2024 | 0,23% | 4,91 CHF | 4,92 CHF | 50 000 | 50 000 | 30 597 | 30 597 | 146 824 CHF | 147 154 CHF | 96,27% | 96,27% |
07/08/2024 | 0,22% | 5,10 CHF | 5,11 CHF | 50 000 | 50 000 | 30 386 | 30 386 | 150 070 CHF | 150 398 CHF | 99,43% | 99,43% |
06/08/2024 | 0,24% | 4,67 CHF | 4,68 CHF | 50 000 | 50 000 | 30 337 | 30 337 | 139 340 CHF | 139 666 CHF | 97,82% | 97,82% |
02/08/2024 | 0,21% | 4,88 CHF | 4,89 CHF | 50 000 | 50 000 | 30 465 | 30 465 | 155 258 CHF | 155 587 CHF | 97,26% | 97,26% |
30/07/2024 | 0,16% | 6,55 CHF | 6,56 CHF | 50 000 | 50 000 | 30 372 | 30 372 | 204 997 CHF | 205 325 CHF | 99,01% | 99,01% |