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 | 0,29% | 3,40 CHF | 3,41 CHF | 210 000 | 210 000 | 209 136 | 209 136 | 709 733 CHF | 711 824 CHF | 99,94% | 99,94% |
14/08/2024 | 0,30% | 3,38 CHF | 3,39 CHF | 210 000 | 210 000 | 209 134 | 209 134 | 702 624 CHF | 704 715 CHF | 99,72% | 99,72% |
13/08/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 712 053 CHF | 714 195 CHF | 100,00% | 100,00% |
12/08/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 215 000 | 215 000 | 213 997 | 213 997 | 709 657 CHF | 711 798 CHF | 99,24% | 99,24% |
09/08/2024 | 0,31% | 3,29 CHF | 3,30 CHF | 215 000 | 215 000 | 214 109 | 214 109 | 699 798 CHF | 701 939 CHF | 99,63% | 99,63% |
08/08/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 215 000 | 215 000 | 217 721 | 217 721 | 705 794 CHF | 707 971 CHF | 99,52% | 99,52% |
07/08/2024 | 0,32% | 3,18 CHF | 3,19 CHF | 220 000 | 220 000 | 221 050 | 221 050 | 694 891 CHF | 697 102 CHF | 99,98% | 99,98% |
06/08/2024 | 0,33% | 3,09 CHF | 3,10 CHF | 225 000 | 225 000 | 226 161 | 226 161 | 693 479 CHF | 695 741 CHF | 99,49% | 99,49% |
02/08/2024 | 0,31% | 3,17 CHF | 3,18 CHF | 220 000 | 220 000 | 219 088 | 219 088 | 698 570 CHF | 700 760 CHF | 99,30% | 99,30% |
30/07/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 215 000 | 215 000 | 214 114 | 214 114 | 698 680 CHF | 700 822 CHF | 99,93% | 99,93% |