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 | 0,51% | 7,28 CHF | 7,29 CHF | 44 000 | 44 000 | 17 682 | 17 682 | 127 861 CHF | 128 296 CHF | 99,88% | 99,88% |
14/08/2024 | 0,53% | 7,10 CHF | 7,11 CHF | 45 000 | 45 000 | 17 745 | 17 745 | 123 829 CHF | 124 263 CHF | 99,67% | 99,67% |
13/08/2024 | 0,58% | 6,53 CHF | 6,54 CHF | 48 000 | 48 000 | 19 369 | 19 369 | 122 946 CHF | 123 425 CHF | 99,98% | 99,98% |
12/08/2024 | 0,58% | 6,37 CHF | 6,38 CHF | 48 000 | 48 000 | 19 342 | 19 342 | 122 085 CHF | 122 560 CHF | 99,02% | 99,02% |
09/08/2024 | 0,56% | 6,29 CHF | 6,30 CHF | 49 000 | 49 000 | 19 852 | 19 852 | 125 183 CHF | 125 655 CHF | 93,74% | 93,74% |
08/08/2024 | 0,53% | 5,92 CHF | 5,93 CHF | 50 000 | 50 000 | 20 619 | 20 619 | 114 505 CHF | 114 918 CHF | 99,86% | 99,86% |
07/08/2024 | 0,51% | 5,59 CHF | 5,60 CHF | 52 000 | 52 000 | 20 746 | 20 746 | 122 177 CHF | 122 609 CHF | 93,76% | 93,76% |
06/08/2024 | 0,58% | 5,86 CHF | 5,87 CHF | 51 000 | 51 000 | 19 576 | 19 576 | 113 253 CHF | 113 664 CHF | 99,06% | 99,06% |
02/08/2024 | 0,72% | 5,71 CHF | 5,72 CHF | 52 000 | 52 000 | 19 977 | 19 977 | 116 746 CHF | 117 303 CHF | 99,28% | 99,28% |
30/07/2024 | 0,44% | 7,76 CHF | 7,77 CHF | 42 000 | 42 000 | 15 991 | 15 991 | 130 818 CHF | 131 203 CHF | 99,88% | 99,88% |