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% | 7,29 CHF | 7,30 CHF | 44 000 | 44 000 | 17 675 | 17 675 | 128 042 CHF | 128 477 CHF | 99,85% | 99,85% |
14/08/2024 | 0,53% | 7,12 CHF | 7,13 CHF | 45 000 | 45 000 | 17 689 | 17 689 | 123 704 CHF | 124 138 CHF | 99,33% | 99,33% |
13/08/2024 | 0,58% | 6,55 CHF | 6,56 CHF | 48 000 | 48 000 | 19 369 | 19 369 | 123 353 CHF | 123 831 CHF | 99,98% | 99,98% |
12/08/2024 | 0,58% | 6,39 CHF | 6,40 CHF | 48 000 | 48 000 | 19 335 | 19 335 | 122 464 CHF | 122 939 CHF | 99,05% | 99,05% |
09/08/2024 | 0,57% | 6,31 CHF | 6,32 CHF | 49 000 | 49 000 | 19 484 | 19 484 | 123 308 CHF | 123 781 CHF | 97,38% | 97,38% |
08/08/2024 | 0,53% | 5,94 CHF | 5,95 CHF | 50 000 | 50 000 | 20 539 | 20 539 | 114 617 CHF | 115 030 CHF | 99,58% | 99,58% |
07/08/2024 | 0,51% | 5,62 CHF | 5,63 CHF | 52 000 | 52 000 | 20 393 | 20 393 | 120 597 CHF | 121 028 CHF | 96,72% | 96,72% |
06/08/2024 | 0,58% | 5,88 CHF | 5,89 CHF | 51 000 | 51 000 | 19 495 | 19 495 | 113 281 CHF | 113 692 CHF | 98,49% | 98,49% |
02/08/2024 | 0,72% | 5,73 CHF | 5,74 CHF | 52 000 | 52 000 | 19 757 | 19 757 | 115 986 CHF | 116 543 CHF | 98,48% | 98,48% |
30/07/2024 | 0,44% | 7,77 CHF | 7,78 CHF | 42 000 | 42 000 | 15 988 | 15 988 | 130 887 CHF | 131 272 CHF | 99,87% | 99,87% |