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% | 2,98 CHF | 2,99 CHF | 30 460 | 30 460 | 30 209 | 30 209 | 89 801 CHF | 90 103 CHF | 99,13% | 99,13% |
14/08/2024 | 0,34% | 3,06 CHF | 3,07 CHF | 29 860 | 29 860 | 30 204 | 30 204 | 88 896 CHF | 89 198 CHF | 99,52% | 99,52% |
13/08/2024 | 0,37% | 2,76 CHF | 2,77 CHF | 31 470 | 31 470 | 31 356 | 31 356 | 85 611 CHF | 85 925 CHF | 99,92% | 99,92% |
12/08/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 31 750 | 31 750 | 31 486 | 31 486 | 85 543 CHF | 85 858 CHF | 99,96% | 99,96% |
09/08/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 31 710 | 31 710 | 31 448 | 31 448 | 84 716 CHF | 85 031 CHF | 88,97% | 97,29% |
08/08/2024 | 0,39% | 2,66 CHF | 2,67 CHF | 32 000 | 32 000 | 31 853 | 31 853 | 83 143 CHF | 83 462 CHF | 98,98% | 98,98% |
07/08/2024 | 0,38% | 2,69 CHF | 2,70 CHF | 31 860 | 31 860 | 31 656 | 31 656 | 83 765 CHF | 84 082 CHF | 99,55% | 99,55% |
06/08/2024 | 0,41% | 2,52 CHF | 2,53 CHF | 32 490 | 32 490 | 32 462 | 32 462 | 80 610 CHF | 80 935 CHF | 95,75% | 95,75% |
02/08/2024 | 0,37% | 2,58 CHF | 2,59 CHF | 32 350 | 32 350 | 31 370 | 31 370 | 84 662 CHF | 84 976 CHF | 97,93% | 97,93% |
31/07/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 29 860 | 29 860 | 29 838 | 29 838 | 91 530 CHF | 91 828 CHF | 44,75% | 44,75% |