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 | 0,32% | 3,16 CHF | 3,17 CHF | 45 000 | 45 000 | 45 653 | 45 653 | 143 386 CHF | 143 843 CHF | 100,00% | 100,00% |
14/08/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 141 541 CHF | 142 001 CHF | 99,26% | 99,26% |
13/08/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 46 000 | 46 000 | 46 247 | 46 247 | 139 076 CHF | 139 538 CHF | 99,99% | 99,99% |
12/08/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 46 000 | 46 000 | 46 003 | 46 003 | 138 852 CHF | 139 312 CHF | 98,84% | 98,84% |
09/08/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 47 000 | 47 000 | 46 915 | 46 915 | 139 705 CHF | 140 174 CHF | 100,00% | 100,00% |
08/08/2024 | 0,35% | 2,92 CHF | 2,93 CHF | 47 000 | 47 000 | 47 544 | 47 544 | 136 295 CHF | 136 771 CHF | 99,94% | 99,94% |
07/08/2024 | 0,35% | 2,91 CHF | 2,92 CHF | 47 000 | 47 000 | 47 225 | 47 225 | 136 061 CHF | 136 534 CHF | 99,98% | 99,98% |
06/08/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 48 000 | 48 000 | 48 209 | 48 209 | 132 763 CHF | 133 245 CHF | 99,83% | 99,83% |
02/08/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 47 000 | 47 000 | 46 861 | 46 861 | 139 417 CHF | 139 886 CHF | 99,85% | 99,85% |
31/07/2024 | 0,31% | 3,23 CHF | 3,24 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 145 447 CHF | 145 897 CHF | 36,79% | 36,79% |