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 | 0,35% | 5,10 CHF | 5,11 CHF | 76 000 | 76 000 | 32 836 | 32 836 | 168 541 CHF | 169 041 CHF | 99,76% | 99,76% |
14/08/2024 | 0,36% | 5,05 CHF | 5,06 CHF | 76 000 | 76 000 | 34 132 | 34 132 | 169 336 CHF | 169 854 CHF | 99,63% | 99,63% |
13/08/2024 | 0,38% | 4,98 CHF | 4,99 CHF | 76 000 | 76 000 | 34 512 | 34 512 | 167 120 CHF | 167 645 CHF | 99,99% | 99,99% |
12/08/2024 | 0,37% | 4,79 CHF | 4,80 CHF | 76 000 | 76 000 | 34 013 | 34 013 | 166 185 CHF | 166 702 CHF | 99,83% | 99,83% |
09/08/2024 | 0,38% | 4,80 CHF | 4,81 CHF | 76 000 | 76 000 | 34 000 | 34 000 | 161 104 CHF | 161 613 CHF | 99,80% | 99,80% |
08/08/2024 | 0,44% | 4,44 CHF | 4,45 CHF | 80 000 | 80 000 | 38 219 | 38 219 | 160 284 CHF | 160 868 CHF | 99,48% | 99,48% |
07/08/2024 | 0,44% | 4,43 CHF | 4,44 CHF | 84 000 | 84 000 | 38 295 | 38 295 | 161 069 CHF | 161 656 CHF | 99,52% | 99,52% |
06/08/2024 | 0,74% | 4,08 CHF | 4,09 CHF | 88 000 | 88 000 | 29 341 | 29 341 | 117 000 CHF | 117 537 CHF | 98,22% | 98,22% |
02/08/2024 | 0,48% | 3,51 CHF | 3,52 CHF | 96 000 | 96 000 | 42 116 | 42 116 | 153 736 CHF | 154 370 CHF | 98,01% | 98,01% |
30/07/2024 | 0,42% | 4,19 CHF | 4,20 CHF | 84 000 | 84 000 | 37 647 | 37 647 | 161 482 CHF | 162 053 CHF | 99,88% | 99,88% |