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 | 0,28% | 3,64 CHF | 3,65 CHF | 45 000 | 45 000 | 45 653 | 45 653 | 164 943 CHF | 165 399 CHF | 100,00% | 100,00% |
14/08/2024 | 0,28% | 3,59 CHF | 3,60 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 163 290 CHF | 163 750 CHF | 99,27% | 99,27% |
13/08/2024 | 0,29% | 3,49 CHF | 3,50 CHF | 46 000 | 46 000 | 46 247 | 46 247 | 160 929 CHF | 161 391 CHF | 100,00% | 100,00% |
12/08/2024 | 0,29% | 3,49 CHF | 3,50 CHF | 46 000 | 46 000 | 46 003 | 46 003 | 160 601 CHF | 161 061 CHF | 99,60% | 99,60% |
09/08/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 47 000 | 47 000 | 46 915 | 46 915 | 161 875 CHF | 162 344 CHF | 100,00% | 100,00% |
08/08/2024 | 0,30% | 3,39 CHF | 3,40 CHF | 47 000 | 47 000 | 47 544 | 47 544 | 158 733 CHF | 159 209 CHF | 99,92% | 99,92% |
07/08/2024 | 0,30% | 3,38 CHF | 3,39 CHF | 47 000 | 47 000 | 47 225 | 47 225 | 158 361 CHF | 158 833 CHF | 99,99% | 99,99% |
06/08/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 48 000 | 48 000 | 48 209 | 48 209 | 155 527 CHF | 156 010 CHF | 99,84% | 99,84% |
02/08/2024 | 0,29% | 3,41 CHF | 3,42 CHF | 47 000 | 47 000 | 46 861 | 46 861 | 161 537 CHF | 162 006 CHF | 99,81% | 99,81% |
31/07/2024 | 0,27% | 3,70 CHF | 3,71 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 166 668 CHF | 167 118 CHF | 36,80% | 36,80% |