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 | 0,53% | 7,11 CHF | 7,12 CHF | 44 000 | 44 000 | 17 684 | 17 684 | 124 886 CHF | 125 321 CHF | 99,89% | 99,89% |
14/08/2024 | 0,54% | 6,94 CHF | 6,95 CHF | 45 000 | 45 000 | 17 680 | 17 680 | 120 435 CHF | 120 869 CHF | 99,30% | 99,30% |
13/08/2024 | 0,60% | 6,37 CHF | 6,38 CHF | 48 000 | 48 000 | 19 367 | 19 367 | 119 819 CHF | 120 297 CHF | 99,97% | 99,97% |
12/08/2024 | 0,60% | 6,21 CHF | 6,22 CHF | 48 000 | 48 000 | 19 333 | 19 333 | 118 943 CHF | 119 418 CHF | 99,07% | 99,07% |
09/08/2024 | 0,58% | 6,13 CHF | 6,14 CHF | 49 000 | 49 000 | 19 483 | 19 483 | 119 781 CHF | 120 255 CHF | 97,39% | 97,39% |
08/08/2024 | 0,55% | 5,76 CHF | 5,77 CHF | 50 000 | 50 000 | 20 548 | 20 548 | 110 970 CHF | 111 383 CHF | 99,61% | 99,61% |
07/08/2024 | 0,52% | 5,44 CHF | 5,45 CHF | 52 000 | 52 000 | 20 380 | 20 380 | 116 865 CHF | 117 296 CHF | 96,93% | 96,93% |
06/08/2024 | 0,60% | 5,70 CHF | 5,71 CHF | 51 000 | 51 000 | 19 481 | 19 481 | 109 739 CHF | 110 150 CHF | 98,46% | 98,46% |
02/08/2024 | 0,75% | 5,55 CHF | 5,56 CHF | 52 000 | 52 000 | 19 740 | 19 740 | 112 315 CHF | 112 873 CHF | 98,42% | 98,42% |
30/07/2024 | 0,45% | 7,59 CHF | 7,60 CHF | 42 000 | 42 000 | 15 985 | 15 985 | 127 915 CHF | 128 300 CHF | 99,86% | 99,86% |