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 | 0,34% | 3,02 CHF | 3,03 CHF | 75 000 | 75 000 | 75 513 | 75 513 | 218 966 CHF | 219 721 CHF | 99,99% | 99,99% |
14/08/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 75 000 | 75 000 | 75 361 | 75 361 | 215 573 CHF | 216 327 CHF | 99,26% | 99,26% |
13/08/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 211 045 CHF | 211 815 CHF | 100,00% | 100,00% |
12/08/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 211 494 CHF | 212 264 CHF | 98,52% | 98,52% |
09/08/2024 | 0,37% | 2,68 CHF | 2,69 CHF | 79 000 | 79 000 | 78 439 | 78 439 | 209 879 CHF | 210 664 CHF | 99,98% | 99,98% |
08/08/2024 | 0,40% | 2,63 CHF | 2,64 CHF | 79 000 | 79 000 | 80 290 | 80 290 | 202 586 CHF | 203 389 CHF | 99,98% | 99,98% |
07/08/2024 | 0,39% | 2,62 CHF | 2,63 CHF | 79 000 | 79 000 | 79 289 | 79 289 | 204 711 CHF | 205 504 CHF | 99,99% | 99,99% |
06/08/2024 | 0,41% | 2,48 CHF | 2,49 CHF | 81 000 | 81 000 | 80 946 | 80 946 | 198 368 CHF | 199 178 CHF | 99,79% | 99,79% |
02/08/2024 | 0,35% | 2,72 CHF | 2,73 CHF | 77 000 | 77 000 | 76 749 | 76 749 | 216 469 CHF | 217 237 CHF | 99,73% | 99,73% |
31/07/2024 | 0,32% | 3,08 CHF | 3,09 CHF | 73 000 | 73 000 | 73 000 | 73 000 | 227 678 CHF | 228 408 CHF | 39,28% | 39,28% |