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 | 0,24% | 4,37 CHF | 4,38 CHF | 35 000 | 35 000 | 34 677 | 34 677 | 148 153 CHF | 148 500 CHF | 99,87% | 99,87% |
14/08/2024 | 0,25% | 4,15 CHF | 4,16 CHF | 35 000 | 35 000 | 35 547 | 35 547 | 145 201 CHF | 145 557 CHF | 100,00% | 100,00% |
13/08/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 36 000 | 36 000 | 35 661 | 35 661 | 141 545 CHF | 141 902 CHF | 99,79% | 99,79% |
12/08/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 36 000 | 36 000 | 35 628 | 35 628 | 143 320 CHF | 143 676 CHF | 99,91% | 99,91% |
09/08/2024 | 0,26% | 3,91 CHF | 3,92 CHF | 36 000 | 36 000 | 35 658 | 35 658 | 139 431 CHF | 139 788 CHF | 98,96% | 98,96% |
08/08/2024 | 0,27% | 3,84 CHF | 3,85 CHF | 36 000 | 36 000 | 35 820 | 35 820 | 134 350 CHF | 134 708 CHF | 99,38% | 99,38% |
07/08/2024 | 0,27% | 3,85 CHF | 3,86 CHF | 36 000 | 36 000 | 35 673 | 35 673 | 134 136 CHF | 134 493 CHF | 99,54% | 99,54% |
06/08/2024 | 0,28% | 3,56 CHF | 3,57 CHF | 37 000 | 37 000 | 36 498 | 36 498 | 131 212 CHF | 131 577 CHF | 97,11% | 97,11% |
02/08/2024 | 0,25% | 3,87 CHF | 3,88 CHF | 36 000 | 36 000 | 35 614 | 35 614 | 141 373 CHF | 141 729 CHF | 97,00% | 97,00% |
31/07/2024 | 0,23% | 4,43 CHF | 4,44 CHF | 35 000 | 35 000 | 34 145 | 34 145 | 151 963 CHF | 152 305 CHF | 71,63% | 71,63% |