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 | 0,35% | 2,90 CHF | 2,91 CHF | 30 450 | 30 450 | 30 129 | 30 129 | 87 104 CHF | 87 405 CHF | 99,95% | 99,95% |
14/08/2024 | 0,35% | 2,98 CHF | 2,99 CHF | 29 860 | 29 860 | 30 203 | 30 203 | 86 429 CHF | 86 731 CHF | 99,82% | 99,82% |
13/08/2024 | 0,38% | 2,68 CHF | 2,69 CHF | 31 470 | 31 470 | 31 356 | 31 356 | 83 073 CHF | 83 387 CHF | 100,00% | 100,00% |
12/08/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 31 750 | 31 750 | 31 490 | 31 490 | 82 970 CHF | 83 285 CHF | 99,85% | 99,85% |
09/08/2024 | 0,39% | 2,62 CHF | 2,63 CHF | 31 700 | 31 700 | 31 455 | 31 455 | 82 181 CHF | 82 496 CHF | 90,73% | 99,06% |
08/08/2024 | 0,40% | 2,57 CHF | 2,58 CHF | 32 020 | 32 020 | 31 850 | 31 850 | 80 534 CHF | 80 853 CHF | 98,87% | 98,87% |
07/08/2024 | 0,39% | 2,61 CHF | 2,62 CHF | 31 860 | 31 860 | 31 659 | 31 659 | 81 214 CHF | 81 530 CHF | 99,54% | 99,54% |
06/08/2024 | 0,42% | 2,44 CHF | 2,45 CHF | 32 530 | 32 530 | 32 481 | 32 481 | 77 991 CHF | 78 317 CHF | 96,48% | 96,48% |
02/08/2024 | 0,39% | 2,49 CHF | 2,50 CHF | 32 340 | 32 340 | 31 364 | 31 364 | 82 092 CHF | 82 406 CHF | 97,58% | 97,58% |
31/07/2024 | 0,33% | 2,98 CHF | 2,99 CHF | 29 860 | 29 860 | 29 837 | 29 837 | 89 073 CHF | 89 371 CHF | 45,31% | 45,31% |