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 | 0,36% | 2,78 CHF | 2,79 CHF | 30 470 | 30 470 | 30 209 | 30 209 | 83 760 CHF | 84 062 CHF | 99,13% | 99,13% |
14/08/2024 | 0,37% | 2,86 CHF | 2,87 CHF | 29 860 | 29 860 | 30 205 | 30 205 | 82 834 CHF | 83 136 CHF | 99,41% | 99,41% |
13/08/2024 | 0,40% | 2,56 CHF | 2,57 CHF | 31 470 | 31 470 | 31 356 | 31 356 | 79 340 CHF | 79 654 CHF | 100,00% | 100,00% |
12/08/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 31 750 | 31 750 | 31 487 | 31 487 | 79 217 CHF | 79 532 CHF | 100,00% | 100,00% |
09/08/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 31 710 | 31 710 | 31 458 | 31 458 | 78 439 CHF | 78 754 CHF | 91,55% | 99,86% |
08/08/2024 | 0,42% | 2,46 CHF | 2,47 CHF | 32 020 | 32 020 | 31 853 | 31 853 | 76 766 CHF | 77 085 CHF | 98,81% | 98,81% |
07/08/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 31 850 | 31 850 | 31 656 | 31 656 | 77 435 CHF | 77 751 CHF | 99,55% | 99,55% |
06/08/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 32 490 | 32 490 | 32 464 | 32 464 | 74 133 CHF | 74 458 CHF | 96,66% | 96,66% |
02/08/2024 | 0,40% | 2,38 CHF | 2,39 CHF | 32 350 | 32 350 | 31 360 | 31 360 | 78 393 CHF | 78 707 CHF | 96,92% | 96,92% |
31/07/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 29 860 | 29 860 | 29 838 | 29 838 | 85 562 CHF | 85 861 CHF | 44,76% | 44,76% |