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 | 0,18% | 6,03 CHF | 6,04 CHF | 300 000 | 300 000 | 298 677 | 298 677 | 1 682 150 CHF | 1 685 140 CHF | 100,00% | 100,00% |
14/08/2024 | 0,19% | 5,28 CHF | 5,29 CHF | 300 000 | 300 000 | 299 294 | 299 294 | 1 580 460 CHF | 1 583 450 CHF | 100,00% | 100,00% |
13/08/2024 | 0,20% | 5,09 CHF | 5,10 CHF | 300 000 | 300 000 | 298 609 | 298 609 | 1 483 780 CHF | 1 486 770 CHF | 100,00% | 100,00% |
12/08/2024 | 0,20% | 4,94 CHF | 4,95 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 495 720 CHF | 1 498 720 CHF | 100,00% | 100,00% |
09/08/2024 | 0,20% | 4,89 CHF | 4,90 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 467 650 CHF | 1 470 650 CHF | 100,00% | 100,00% |
08/08/2024 | 0,22% | 4,76 CHF | 4,77 CHF | 300 000 | 300 000 | 298 600 | 298 600 | 1 346 590 CHF | 1 349 580 CHF | 100,00% | 100,00% |
07/08/2024 | 0,22% | 4,73 CHF | 4,74 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 1 596 850 CHF | 1 600 350 CHF | 100,00% | 100,00% |
06/08/2024 | 0,24% | 4,19 CHF | 4,20 CHF | 350 000 | 350 000 | 348 812 | 348 812 | 1 434 880 CHF | 1 438 370 CHF | 100,00% | 100,00% |
02/08/2024 | 0,19% | 4,80 CHF | 4,81 CHF | 250 000 | 250 000 | 248 783 | 248 783 | 1 303 990 CHF | 1 306 480 CHF | 100,00% | 100,00% |
30/07/2024 | 0,14% | 7,19 CHF | 7,20 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 1 616 550 CHF | 1 618 800 CHF | 100,00% | 100,00% |