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% | 6,78 CHF | 6,79 CHF | 44 000 | 44 000 | 17 682 | 17 682 | 118 985 CHF | 119 420 CHF | 99,88% | 99,88% |
14/08/2024 | 0,57% | 6,61 CHF | 6,62 CHF | 45 000 | 45 000 | 17 739 | 17 739 | 114 950 CHF | 115 384 CHF | 99,65% | 99,65% |
13/08/2024 | 0,63% | 6,03 CHF | 6,04 CHF | 48 000 | 48 000 | 19 369 | 19 369 | 113 265 CHF | 113 743 CHF | 99,98% | 99,98% |
12/08/2024 | 0,63% | 5,87 CHF | 5,88 CHF | 48 000 | 48 000 | 19 340 | 19 340 | 112 397 CHF | 112 873 CHF | 99,02% | 99,02% |
09/08/2024 | 0,61% | 5,79 CHF | 5,80 CHF | 49 000 | 49 000 | 19 884 | 19 884 | 115 472 CHF | 115 945 CHF | 93,09% | 93,09% |
08/08/2024 | 0,59% | 5,42 CHF | 5,43 CHF | 50 000 | 50 000 | 20 603 | 20 603 | 104 183 CHF | 104 596 CHF | 99,81% | 99,81% |
07/08/2024 | 0,55% | 5,09 CHF | 5,10 CHF | 52 000 | 52 000 | 20 717 | 20 717 | 111 714 CHF | 112 146 CHF | 94,10% | 94,10% |
06/08/2024 | 0,63% | 5,36 CHF | 5,37 CHF | 51 000 | 51 000 | 19 576 | 19 576 | 103 632 CHF | 104 043 CHF | 99,06% | 99,06% |
02/08/2024 | 0,79% | 5,21 CHF | 5,22 CHF | 52 000 | 52 000 | 19 943 | 19 943 | 106 632 CHF | 107 189 CHF | 99,18% | 99,18% |
30/07/2024 | 0,46% | 7,26 CHF | 7,27 CHF | 42 000 | 42 000 | 15 984 | 15 984 | 122 631 CHF | 123 016 CHF | 99,85% | 99,85% |