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 | 0,31% | 3,18 CHF | 3,19 CHF | 34 000 | 34 000 | 33 860 | 33 860 | 108 917 CHF | 109 255 CHF | 100,00% | 100,00% |
14/08/2024 | 0,31% | 3,12 CHF | 3,13 CHF | 35 000 | 35 000 | 33 520 | 33 520 | 109 414 CHF | 109 749 CHF | 98,65% | 98,65% |
13/08/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 33 000 | 33 000 | 32 864 | 32 864 | 113 572 CHF | 113 901 CHF | 100,00% | 100,00% |
12/08/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 33 000 | 33 000 | 32 843 | 32 843 | 111 828 CHF | 112 157 CHF | 99,16% | 99,16% |
09/08/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 33 000 | 33 000 | 33 042 | 33 042 | 111 404 CHF | 111 734 CHF | 100,00% | 100,00% |
08/08/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 33 000 | 33 000 | 33 777 | 33 777 | 111 536 CHF | 111 874 CHF | 99,97% | 99,97% |
07/08/2024 | 0,30% | 3,38 CHF | 3,39 CHF | 33 000 | 33 000 | 33 719 | 33 719 | 110 977 CHF | 111 314 CHF | 99,96% | 99,96% |
06/08/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 35 000 | 35 000 | 34 702 | 34 702 | 109 428 CHF | 109 775 CHF | 99,98% | 99,98% |
02/08/2024 | 0,29% | 3,30 CHF | 3,31 CHF | 34 000 | 34 000 | 32 905 | 32 905 | 113 122 CHF | 113 451 CHF | 99,30% | 99,30% |
30/07/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 31 000 | 31 000 | 30 872 | 30 872 | 118 321 CHF | 118 630 CHF | 99,99% | 99,99% |