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 | 0,25% | 4,07 CHF | 4,08 CHF | 135 000 | 135 000 | 75 823 | 75 823 | 308 082 CHF | 308 842 CHF | 99,89% | 99,89% |
14/08/2024 | 0,26% | 3,98 CHF | 3,99 CHF | 140 000 | 140 000 | 77 142 | 77 142 | 306 087 CHF | 306 860 CHF | 99,70% | 99,70% |
13/08/2024 | 0,26% | 3,94 CHF | 3,95 CHF | 140 000 | 140 000 | 77 153 | 77 153 | 300 525 CHF | 301 298 CHF | 100,00% | 100,00% |
12/08/2024 | 0,26% | 3,86 CHF | 3,87 CHF | 140 000 | 140 000 | 77 093 | 77 093 | 297 659 CHF | 298 432 CHF | 99,99% | 99,99% |
09/08/2024 | 0,27% | 3,80 CHF | 3,81 CHF | 145 000 | 145 000 | 79 279 | 79 279 | 301 364 CHF | 302 158 CHF | 99,94% | 99,94% |
08/08/2024 | 0,27% | 3,77 CHF | 3,78 CHF | 145 000 | 145 000 | 79 861 | 79 861 | 297 535 CHF | 298 335 CHF | 99,85% | 99,85% |
07/08/2024 | 0,27% | 3,85 CHF | 3,86 CHF | 140 000 | 140 000 | 78 130 | 78 130 | 298 970 CHF | 299 752 CHF | 99,50% | 99,50% |
06/08/2024 | 0,28% | 3,74 CHF | 3,75 CHF | 145 000 | 145 000 | 79 763 | 79 763 | 293 868 CHF | 294 667 CHF | 99,70% | 99,70% |
02/08/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 145 000 | 145 000 | 77 613 | 77 613 | 301 659 CHF | 302 437 CHF | 99,66% | 99,66% |
30/07/2024 | 0,24% | 4,21 CHF | 4,22 CHF | 135 000 | 135 000 | 72 296 | 72 296 | 310 170 CHF | 310 895 CHF | 99,89% | 99,89% |