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% | 3,84 CHF | 3,85 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 301 630 CHF | 769 209 CHF | 96,63% | 96,63% |
14/08/2024 | 0,26% | 3,80 CHF | 3,81 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 270 890 CHF | 758 962 CHF | 99,09% | 99,09% |
13/08/2024 | 0,26% | 3,78 CHF | 3,79 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 274 520 CHF | 760 173 CHF | 98,42% | 98,42% |
12/08/2024 | 0,26% | 3,79 CHF | 3,80 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 280 280 CHF | 762 093 CHF | 98,33% | 98,33% |
09/08/2024 | 0,26% | 3,80 CHF | 3,81 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 280 380 CHF | 762 126 CHF | 98,60% | 98,60% |
08/08/2024 | 0,26% | 3,80 CHF | 3,81 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 277 500 CHF | 761 165 CHF | 99,11% | 99,11% |
07/08/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 281 250 CHF | 762 418 CHF | 99,23% | 99,23% |
06/08/2024 | 0,26% | 3,78 CHF | 3,79 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 277 530 CHF | 761 176 CHF | 99,22% | 99,22% |
02/08/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 319 860 CHF | 775 287 CHF | 98,77% | 98,77% |
30/07/2024 | 0,25% | 3,91 CHF | 3,92 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 350 830 CHF | 785 610 CHF | 96,87% | 96,87% |