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 | 0,27% | 3,72 CHF | 3,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 099 140 CHF | 367 379 CHF | 99,23% | 99,23% |
14/08/2024 | 0,28% | 3,60 CHF | 3,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 078 640 CHF | 360 546 CHF | 99,23% | 99,23% |
13/08/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 076 270 CHF | 359 758 CHF | 99,24% | 99,24% |
12/08/2024 | 0,28% | 3,63 CHF | 3,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 085 220 CHF | 362 741 CHF | 99,24% | 99,24% |
09/08/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 068 100 CHF | 357 032 CHF | 99,22% | 99,22% |
08/08/2024 | 0,29% | 3,53 CHF | 3,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 045 130 CHF | 349 378 CHF | 99,19% | 99,19% |
07/08/2024 | 0,29% | 3,54 CHF | 3,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 039 330 CHF | 347 442 CHF | 99,23% | 99,23% |
06/08/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 989 393 CHF | 330 798 CHF | 99,16% | 99,16% |
02/08/2024 | 0,28% | 3,52 CHF | 3,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 081 100 CHF | 361 366 CHF | 99,19% | 99,19% |
30/07/2024 | 0,27% | 3,69 CHF | 3,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 106 950 CHF | 369 983 CHF | 99,22% | 99,22% |