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 | 0,37% | 2,69 CHF | 2,70 CHF | 34 000 | 34 000 | 33 860 | 33 860 | 92 476 CHF | 92 815 CHF | 100,00% | 100,00% |
14/08/2024 | 0,36% | 2,63 CHF | 2,64 CHF | 35 000 | 35 000 | 33 520 | 33 520 | 93 175 CHF | 93 511 CHF | 98,63% | 98,63% |
13/08/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 33 000 | 33 000 | 32 864 | 32 864 | 97 712 CHF | 98 040 CHF | 100,00% | 100,00% |
12/08/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 33 000 | 33 000 | 32 845 | 32 845 | 95 987 CHF | 96 316 CHF | 99,14% | 99,14% |
09/08/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 33 000 | 33 000 | 33 042 | 33 042 | 95 517 CHF | 95 848 CHF | 99,99% | 99,99% |
08/08/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 33 000 | 33 000 | 33 777 | 33 777 | 95 446 CHF | 95 784 CHF | 99,96% | 99,96% |
07/08/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 33 000 | 33 000 | 33 719 | 33 719 | 94 840 CHF | 95 177 CHF | 99,98% | 99,98% |
06/08/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 35 000 | 35 000 | 34 701 | 34 701 | 93 019 CHF | 93 366 CHF | 99,91% | 99,91% |
02/08/2024 | 0,34% | 2,82 CHF | 2,83 CHF | 34 000 | 34 000 | 32 905 | 32 905 | 97 407 CHF | 97 736 CHF | 99,26% | 99,26% |
30/07/2024 | 0,30% | 3,36 CHF | 3,37 CHF | 31 000 | 31 000 | 30 872 | 30 872 | 103 335 CHF | 103 643 CHF | 99,99% | 99,99% |