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 | 0,60% | 3,95 CHF | 3,96 CHF | 74 000 | 74 000 | 33 453 | 33 453 | 130 462 CHF | 131 072 CHF | 99,89% | 99,89% |
14/08/2024 | 0,61% | 3,79 CHF | 3,80 CHF | 76 000 | 76 000 | 34 190 | 34 190 | 129 662 CHF | 130 280 CHF | 99,26% | 99,26% |
13/08/2024 | 0,62% | 3,77 CHF | 3,78 CHF | 76 000 | 76 000 | 34 153 | 34 153 | 128 850 CHF | 129 468 CHF | 100,00% | 100,00% |
12/08/2024 | 0,61% | 3,78 CHF | 3,79 CHF | 76 000 | 76 000 | 34 067 | 34 067 | 128 813 CHF | 129 431 CHF | 100,00% | 100,00% |
09/08/2024 | 0,62% | 3,76 CHF | 3,77 CHF | 76 000 | 76 000 | 34 193 | 34 193 | 128 423 CHF | 129 042 CHF | 99,90% | 99,90% |
08/08/2024 | 0,64% | 3,69 CHF | 3,70 CHF | 77 000 | 77 000 | 34 836 | 34 836 | 127 823 CHF | 128 458 CHF | 99,70% | 99,70% |
07/08/2024 | 0,64% | 3,75 CHF | 3,76 CHF | 76 000 | 76 000 | 34 666 | 34 666 | 128 239 CHF | 128 875 CHF | 99,57% | 99,57% |
06/08/2024 | 0,73% | 3,65 CHF | 3,66 CHF | 78 000 | 78 000 | 35 634 | 35 634 | 126 330 CHF | 127 024 CHF | 98,24% | 98,24% |
02/08/2024 | 0,61% | 3,81 CHF | 3,82 CHF | 76 000 | 76 000 | 33 719 | 33 719 | 130 129 CHF | 130 739 CHF | 98,83% | 98,83% |
30/07/2024 | 0,64% | 3,68 CHF | 3,69 CHF | 76 000 | 76 000 | 34 699 | 34 699 | 126 280 CHF | 126 915 CHF | 99,99% | 99,99% |