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 | 0,26% | 4,11 CHF | 4,12 CHF | 37 400 | 37 400 | 37 800 | 37 800 | 144 895 CHF | 145 273 CHF | 100,00% | 100,00% |
14/08/2024 | 0,28% | 3,54 CHF | 3,55 CHF | 39 400 | 39 400 | 39 175 | 39 175 | 140 133 CHF | 140 525 CHF | 99,70% | 99,70% |
13/08/2024 | 0,30% | 3,46 CHF | 3,47 CHF | 42 700 | 42 700 | 42 764 | 42 764 | 141 810 CHF | 142 238 CHF | 99,99% | 99,99% |
12/08/2024 | 0,31% | 3,23 CHF | 3,24 CHF | 42 400 | 42 400 | 42 065 | 42 065 | 135 656 CHF | 136 077 CHF | 99,25% | 99,25% |
09/08/2024 | 0,32% | 3,24 CHF | 3,25 CHF | 44 900 | 44 900 | 44 717 | 44 717 | 140 124 CHF | 140 571 CHF | 99,78% | 99,78% |
08/08/2024 | 0,38% | 2,90 CHF | 2,91 CHF | 46 100 | 46 100 | 46 430 | 46 430 | 123 755 CHF | 124 219 CHF | 99,71% | 99,71% |
07/08/2024 | 0,35% | 3,00 CHF | 3,01 CHF | 49 600 | 49 600 | 50 200 | 50 200 | 144 135 CHF | 144 637 CHF | 99,83% | 99,83% |
06/08/2024 | 0,38% | 2,72 CHF | 2,73 CHF | 59 500 | 59 500 | 59 259 | 59 259 | 154 541 CHF | 155 134 CHF | 99,49% | 99,49% |
02/08/2024 | 0,32% | 2,88 CHF | 2,89 CHF | 37 700 | 37 700 | 37 287 | 37 287 | 117 300 CHF | 117 673 CHF | 98,13% | 98,13% |
30/07/2024 | 0,24% | 3,96 CHF | 3,97 CHF | 33 300 | 33 300 | 33 168 | 33 168 | 137 596 CHF | 137 928 CHF | 99,14% | 99,14% |