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 | 0,55% | 6,81 CHF | 6,82 CHF | 44 000 | 44 000 | 17 683 | 17 683 | 119 524 CHF | 119 958 CHF | 99,89% | 99,89% |
14/08/2024 | 0,57% | 6,64 CHF | 6,65 CHF | 45 000 | 45 000 | 17 684 | 17 684 | 115 143 CHF | 115 577 CHF | 99,31% | 99,31% |
13/08/2024 | 0,63% | 6,06 CHF | 6,07 CHF | 48 000 | 48 000 | 19 372 | 19 372 | 114 014 CHF | 114 493 CHF | 99,99% | 99,99% |
12/08/2024 | 0,63% | 5,91 CHF | 5,92 CHF | 48 000 | 48 000 | 19 332 | 19 332 | 113 089 CHF | 113 565 CHF | 99,07% | 99,07% |
09/08/2024 | 0,61% | 5,83 CHF | 5,84 CHF | 49 000 | 49 000 | 19 442 | 19 442 | 113 675 CHF | 114 149 CHF | 97,58% | 97,58% |
08/08/2024 | 0,58% | 5,46 CHF | 5,47 CHF | 50 000 | 50 000 | 20 545 | 20 545 | 104 809 CHF | 105 222 CHF | 99,55% | 99,55% |
07/08/2024 | 0,55% | 5,14 CHF | 5,15 CHF | 52 000 | 52 000 | 20 299 | 20 299 | 110 299 CHF | 110 731 CHF | 97,77% | 97,77% |
06/08/2024 | 0,63% | 5,41 CHF | 5,42 CHF | 51 000 | 51 000 | 19 511 | 19 511 | 104 114 CHF | 104 526 CHF | 98,45% | 98,45% |
02/08/2024 | 0,79% | 5,25 CHF | 5,26 CHF | 52 000 | 52 000 | 19 724 | 19 724 | 106 314 CHF | 106 872 CHF | 98,38% | 98,38% |
30/07/2024 | 0,46% | 7,28 CHF | 7,29 CHF | 42 000 | 42 000 | 15 985 | 15 985 | 122 994 CHF | 123 380 CHF | 99,86% | 99,86% |