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 | 0,46% | 4,37 CHF | 4,39 CHF | 64 000 | 64 000 | 64 656 | 64 656 | 278 820 CHF | 280 113 CHF | 99,98% | 99,98% |
14/08/2024 | 0,47% | 4,28 CHF | 4,30 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 276 621 CHF | 277 921 CHF | 99,27% | 99,27% |
13/08/2024 | 0,48% | 4,17 CHF | 4,19 CHF | 66 000 | 66 000 | 65 946 | 65 946 | 274 646 CHF | 275 965 CHF | 100,00% | 100,00% |
12/08/2024 | 0,47% | 4,23 CHF | 4,25 CHF | 65 000 | 65 000 | 65 013 | 65 013 | 275 810 CHF | 277 110 CHF | 98,53% | 98,53% |
09/08/2024 | 0,47% | 4,23 CHF | 4,25 CHF | 65 000 | 65 000 | 65 151 | 65 151 | 275 762 CHF | 277 065 CHF | 99,95% | 99,95% |
08/08/2024 | 0,48% | 4,18 CHF | 4,20 CHF | 66 000 | 66 000 | 66 071 | 66 071 | 272 784 CHF | 274 105 CHF | 99,94% | 99,94% |
07/08/2024 | 0,48% | 4,23 CHF | 4,25 CHF | 65 000 | 65 000 | 65 804 | 65 804 | 274 661 CHF | 275 977 CHF | 99,97% | 99,97% |
06/08/2024 | 0,50% | 3,94 CHF | 3,96 CHF | 68 000 | 68 000 | 67 383 | 67 383 | 268 681 CHF | 270 028 CHF | 99,69% | 99,69% |
02/08/2024 | 0,46% | 4,25 CHF | 4,27 CHF | 65 000 | 65 000 | 64 250 | 64 250 | 280 250 CHF | 281 535 CHF | 99,64% | 99,64% |
31/07/2024 | 0,42% | 4,80 CHF | 4,82 CHF | 61 000 | 61 000 | 61 000 | 61 000 | 293 112 CHF | 294 332 CHF | 39,25% | 39,25% |