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 | 0,26% | 3,92 CHF | 3,93 CHF | 71 000 | 71 000 | 70 886 | 70 886 | 273 423 CHF | 274 133 CHF | 99,99% | 99,99% |
14/08/2024 | 0,26% | 3,81 CHF | 3,82 CHF | 72 000 | 72 000 | 70 445 | 70 445 | 273 329 CHF | 274 034 CHF | 99,93% | 99,93% |
13/08/2024 | 0,25% | 3,89 CHF | 3,90 CHF | 69 000 | 69 000 | 67 585 | 67 585 | 268 941 CHF | 269 617 CHF | 99,99% | 99,99% |
12/08/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 69 000 | 69 000 | 69 260 | 69 260 | 265 114 CHF | 265 807 CHF | 99,47% | 99,47% |
09/08/2024 | 0,27% | 3,69 CHF | 3,70 CHF | 71 000 | 71 000 | 70 316 | 70 316 | 259 430 CHF | 260 134 CHF | 97,31% | 97,31% |
08/08/2024 | 0,28% | 3,67 CHF | 3,68 CHF | 71 000 | 71 000 | 71 376 | 71 376 | 255 144 CHF | 255 858 CHF | 98,74% | 98,74% |
07/08/2024 | 0,29% | 3,63 CHF | 3,64 CHF | 72 000 | 72 000 | 72 407 | 72 407 | 253 076 CHF | 253 801 CHF | 98,44% | 98,44% |
06/08/2024 | 0,30% | 3,41 CHF | 3,42 CHF | 74 000 | 74 000 | 73 454 | 73 454 | 247 298 CHF | 248 033 CHF | 96,25% | 96,25% |
02/08/2024 | 0,28% | 3,44 CHF | 3,45 CHF | 74 000 | 74 000 | 70 407 | 70 407 | 257 454 CHF | 258 159 CHF | 96,30% | 96,30% |
30/07/2024 | 0,27% | 3,66 CHF | 3,67 CHF | 72 000 | 72 000 | 70 553 | 70 553 | 261 135 CHF | 261 842 CHF | 99,95% | 99,95% |