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 | 0,36% | 4,35 CHF | 4,36 CHF | 193 000 | 193 000 | 106 962 | 106 962 | 459 121 CHF | 460 608 CHF | 99,89% | 99,89% |
14/08/2024 | 0,37% | 4,23 CHF | 4,24 CHF | 195 000 | 195 000 | 107 682 | 107 682 | 452 353 CHF | 453 853 CHF | 99,69% | 99,69% |
13/08/2024 | 0,37% | 4,21 CHF | 4,22 CHF | 195 000 | 195 000 | 108 808 | 108 808 | 451 465 CHF | 452 974 CHF | 99,73% | 99,73% |
12/08/2024 | 0,38% | 4,14 CHF | 4,15 CHF | 198 000 | 198 000 | 109 838 | 109 838 | 448 886 CHF | 450 417 CHF | 99,10% | 99,10% |
09/08/2024 | 0,40% | 3,99 CHF | 4,00 CHF | 203 000 | 203 000 | 111 442 | 111 442 | 437 001 CHF | 438 555 CHF | 98,41% | 98,41% |
08/08/2024 | 0,41% | 3,86 CHF | 3,87 CHF | 205 000 | 205 000 | 113 824 | 113 824 | 434 800 CHF | 436 383 CHF | 99,85% | 99,85% |
07/08/2024 | 0,41% | 3,93 CHF | 3,94 CHF | 203 000 | 203 000 | 114 310 | 114 310 | 433 629 CHF | 435 218 CHF | 99,63% | 99,63% |
06/08/2024 | 0,45% | 3,66 CHF | 3,67 CHF | 213 000 | 213 000 | 114 153 | 114 153 | 419 025 CHF | 420 702 CHF | 99,69% | 99,69% |
02/08/2024 | 0,67% | 4,22 CHF | 4,23 CHF | 195 000 | 195 000 | 72 601 | 72 601 | 303 911 CHF | 305 304 CHF | 99,12% | 99,12% |
30/07/2024 | 0,37% | 4,17 CHF | 4,18 CHF | 195 000 | 195 000 | 106 540 | 106 540 | 450 958 CHF | 452 436 CHF | 99,98% | 99,98% |