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 | 0,23% | 4,58 CHF | 4,59 CHF | 35 000 | 35 000 | 34 671 | 34 671 | 155 519 CHF | 155 866 CHF | 100,00% | 100,00% |
14/08/2024 | 0,23% | 4,36 CHF | 4,37 CHF | 35 000 | 35 000 | 35 526 | 35 526 | 152 694 CHF | 153 050 CHF | 99,31% | 99,31% |
13/08/2024 | 0,24% | 4,19 CHF | 4,20 CHF | 36 000 | 36 000 | 35 660 | 35 660 | 149 098 CHF | 149 455 CHF | 99,46% | 99,46% |
12/08/2024 | 0,24% | 4,18 CHF | 4,19 CHF | 36 000 | 36 000 | 35 625 | 35 625 | 150 834 CHF | 151 191 CHF | 99,71% | 99,71% |
09/08/2024 | 0,24% | 4,13 CHF | 4,14 CHF | 36 000 | 36 000 | 35 658 | 35 658 | 147 041 CHF | 147 398 CHF | 98,78% | 98,78% |
08/08/2024 | 0,25% | 4,05 CHF | 4,06 CHF | 36 000 | 36 000 | 35 826 | 35 826 | 141 929 CHF | 142 288 CHF | 98,95% | 98,95% |
07/08/2024 | 0,25% | 4,07 CHF | 4,08 CHF | 36 000 | 36 000 | 35 673 | 35 673 | 141 690 CHF | 142 047 CHF | 99,91% | 99,91% |
06/08/2024 | 0,27% | 3,77 CHF | 3,78 CHF | 37 000 | 37 000 | 36 455 | 36 455 | 138 730 CHF | 139 095 CHF | 96,92% | 96,92% |
02/08/2024 | 0,24% | 4,08 CHF | 4,09 CHF | 36 000 | 36 000 | 35 620 | 35 620 | 148 928 CHF | 149 285 CHF | 96,84% | 96,84% |
31/07/2024 | 0,22% | 4,64 CHF | 4,65 CHF | 35 000 | 35 000 | 34 124 | 34 124 | 159 096 CHF | 159 437 CHF | 71,78% | 71,78% |