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% | 5,26 CHF | 5,30 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 32 431 CHF | 32 604 CHF | 99,50% | 99,50% |
14/08/2024 | 0,58% | 5,47 CHF | 5,50 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 28 858 CHF | 29 025 CHF | 98,99% | 98,99% |
13/08/2024 | 0,52% | 6,30 CHF | 6,33 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 31 030 CHF | 31 193 CHF | 99,23% | 99,23% |
12/08/2024 | 0,51% | 6,22 CHF | 6,25 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 30 878 CHF | 31 034 CHF | 99,47% | 99,47% |
09/08/2024 | 0,56% | 5,90 CHF | 5,93 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 29 714 CHF | 29 881 CHF | 99,55% | 99,55% |
08/08/2024 | 0,56% | 5,85 CHF | 5,88 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 29 044 CHF | 29 207 CHF | 99,50% | 99,50% |
07/08/2024 | 0,56% | 5,77 CHF | 5,80 CHF | 6 000 | 6 000 | 6 623 | 6 623 | 35 855 CHF | 36 056 CHF | 99,51% | 99,51% |
06/08/2024 | 0,60% | 5,23 CHF | 5,26 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 35 216 CHF | 35 429 CHF | 99,43% | 99,58% |
02/08/2024 | 0,56% | 7,34 CHF | 7,38 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 37 997 CHF | 38 209 CHF | 99,46% | 99,54% |
30/07/2024 | 0,54% | 9,21 CHF | 9,26 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 36 690 CHF | 36 889 CHF | 99,53% | 99,53% |