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 | 0,43% | 3,68 CHF | 3,69 CHF | 193 000 | 193 000 | 106 958 | 106 958 | 387 905 CHF | 389 391 CHF | 99,89% | 99,89% |
14/08/2024 | 0,44% | 3,57 CHF | 3,58 CHF | 195 000 | 195 000 | 107 665 | 107 665 | 381 093 CHF | 382 593 CHF | 99,68% | 99,68% |
13/08/2024 | 0,45% | 3,55 CHF | 3,56 CHF | 195 000 | 195 000 | 108 798 | 108 798 | 379 255 CHF | 380 764 CHF | 99,72% | 99,72% |
12/08/2024 | 0,46% | 3,48 CHF | 3,49 CHF | 198 000 | 198 000 | 109 812 | 109 812 | 375 601 CHF | 377 132 CHF | 99,15% | 99,15% |
09/08/2024 | 0,48% | 3,33 CHF | 3,34 CHF | 203 000 | 203 000 | 111 375 | 111 375 | 363 046 CHF | 364 600 CHF | 98,41% | 98,41% |
08/08/2024 | 0,49% | 3,19 CHF | 3,20 CHF | 205 000 | 205 000 | 113 822 | 113 822 | 359 841 CHF | 361 424 CHF | 99,85% | 99,85% |
07/08/2024 | 0,50% | 3,27 CHF | 3,28 CHF | 203 000 | 203 000 | 114 304 | 114 304 | 358 298 CHF | 359 888 CHF | 99,64% | 99,64% |
06/08/2024 | 0,55% | 3,01 CHF | 3,02 CHF | 213 000 | 213 000 | 114 174 | 114 174 | 344 552 CHF | 346 229 CHF | 99,69% | 99,69% |
02/08/2024 | 0,80% | 3,56 CHF | 3,57 CHF | 195 000 | 195 000 | 72 443 | 72 443 | 255 342 CHF | 256 734 CHF | 99,00% | 99,00% |
30/07/2024 | 0,44% | 3,50 CHF | 3,51 CHF | 195 000 | 195 000 | 106 551 | 106 551 | 379 009 CHF | 380 486 CHF | 99,99% | 99,99% |