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 | 0,28% | 3,49 CHF | 3,50 CHF | 34 000 | 34 000 | 33 860 | 33 860 | 119 354 CHF | 119 693 CHF | 99,99% | 99,99% |
14/08/2024 | 0,28% | 3,42 CHF | 3,43 CHF | 35 000 | 35 000 | 33 520 | 33 520 | 119 649 CHF | 119 984 CHF | 98,64% | 98,64% |
13/08/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 33 000 | 33 000 | 32 864 | 32 864 | 123 599 CHF | 123 928 CHF | 99,99% | 99,99% |
12/08/2024 | 0,27% | 3,78 CHF | 3,79 CHF | 33 000 | 33 000 | 32 843 | 32 843 | 121 885 CHF | 122 214 CHF | 99,15% | 99,15% |
09/08/2024 | 0,27% | 3,64 CHF | 3,65 CHF | 33 000 | 33 000 | 33 042 | 33 042 | 121 429 CHF | 121 759 CHF | 99,97% | 99,97% |
08/08/2024 | 0,28% | 3,65 CHF | 3,66 CHF | 33 000 | 33 000 | 33 777 | 33 777 | 121 717 CHF | 122 055 CHF | 99,98% | 99,98% |
07/08/2024 | 0,28% | 3,69 CHF | 3,70 CHF | 33 000 | 33 000 | 33 719 | 33 719 | 121 153 CHF | 121 491 CHF | 99,98% | 99,98% |
06/08/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 35 000 | 35 000 | 34 702 | 34 702 | 119 765 CHF | 120 112 CHF | 99,90% | 99,90% |
02/08/2024 | 0,27% | 3,60 CHF | 3,61 CHF | 34 000 | 34 000 | 32 905 | 32 905 | 123 099 CHF | 123 428 CHF | 99,30% | 99,30% |
30/07/2024 | 0,24% | 4,16 CHF | 4,17 CHF | 31 000 | 31 000 | 30 872 | 30 872 | 127 968 CHF | 128 276 CHF | 100,00% | 100,00% |