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 | 0,38% | 2,66 CHF | 2,67 CHF | 30 470 | 30 470 | 30 208 | 30 208 | 80 188 CHF | 80 490 CHF | 98,84% | 98,84% |
14/08/2024 | 0,38% | 2,74 CHF | 2,75 CHF | 29 860 | 29 860 | 30 206 | 30 206 | 79 267 CHF | 79 569 CHF | 99,77% | 99,77% |
13/08/2024 | 0,42% | 2,44 CHF | 2,45 CHF | 31 470 | 31 470 | 31 353 | 31 353 | 75 636 CHF | 75 950 CHF | 98,63% | 98,63% |
12/08/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 31 750 | 31 750 | 31 487 | 31 487 | 75 497 CHF | 75 812 CHF | 99,98% | 99,98% |
09/08/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 31 720 | 31 720 | 31 486 | 31 486 | 74 787 CHF | 75 102 CHF | 98,32% | 98,32% |
08/08/2024 | 0,44% | 2,34 CHF | 2,35 CHF | 31 990 | 31 990 | 31 850 | 31 850 | 72 960 CHF | 73 279 CHF | 98,03% | 98,03% |
07/08/2024 | 0,43% | 2,38 CHF | 2,39 CHF | 31 850 | 31 850 | 31 657 | 31 657 | 73 701 CHF | 74 018 CHF | 99,69% | 99,69% |
06/08/2024 | 0,47% | 2,20 CHF | 2,21 CHF | 32 510 | 32 510 | 32 468 | 32 468 | 70 249 CHF | 70 574 CHF | 97,20% | 97,20% |
02/08/2024 | 0,42% | 2,26 CHF | 2,27 CHF | 32 380 | 32 380 | 31 366 | 31 366 | 74 687 CHF | 75 001 CHF | 97,08% | 97,08% |
31/07/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 29 830 | 29 830 | 29 839 | 29 839 | 82 042 CHF | 82 341 CHF | 45,37% | 45,37% |