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% | 3,62 CHF | 3,63 CHF | 45 000 | 45 000 | 45 653 | 45 653 | 164 131 CHF | 164 588 CHF | 100,00% | 100,00% |
14/08/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 162 474 CHF | 162 934 CHF | 99,26% | 99,26% |
13/08/2024 | 0,29% | 3,48 CHF | 3,49 CHF | 46 000 | 46 000 | 46 247 | 46 247 | 160 122 CHF | 160 585 CHF | 100,00% | 100,00% |
12/08/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 46 000 | 46 000 | 46 003 | 46 003 | 159 784 CHF | 160 244 CHF | 99,60% | 99,60% |
09/08/2024 | 0,29% | 3,43 CHF | 3,44 CHF | 47 000 | 47 000 | 46 915 | 46 915 | 161 064 CHF | 161 533 CHF | 99,97% | 99,97% |
08/08/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 47 000 | 47 000 | 47 544 | 47 544 | 157 930 CHF | 158 405 CHF | 99,92% | 99,92% |
07/08/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 47 000 | 47 000 | 47 225 | 47 225 | 157 573 CHF | 158 045 CHF | 99,98% | 99,98% |
06/08/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 48 000 | 48 000 | 48 209 | 48 209 | 154 729 CHF | 155 211 CHF | 99,81% | 99,81% |
02/08/2024 | 0,29% | 3,39 CHF | 3,40 CHF | 47 000 | 47 000 | 46 862 | 46 862 | 160 736 CHF | 161 205 CHF | 99,94% | 99,94% |
31/07/2024 | 0,27% | 3,68 CHF | 3,69 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 165 833 CHF | 166 283 CHF | 36,80% | 36,80% |