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 | 0,28% | 3,73 CHF | 3,74 CHF | 84 000 | 84 000 | 83 570 | 83 570 | 301 728 CHF | 302 565 CHF | 99,61% | 99,61% |
14/08/2024 | 0,30% | 3,54 CHF | 3,55 CHF | 91 000 | 91 000 | 91 131 | 91 131 | 307 296 CHF | 308 208 CHF | 99,61% | 99,61% |
13/08/2024 | 0,33% | 3,17 CHF | 3,18 CHF | 95 000 | 95 000 | 94 546 | 94 546 | 291 924 CHF | 292 871 CHF | 99,93% | 99,93% |
12/08/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 96 000 | 96 000 | 95 020 | 95 020 | 297 349 CHF | 298 300 CHF | 99,77% | 99,77% |
09/08/2024 | 0,33% | 3,10 CHF | 3,11 CHF | 98 000 | 98 000 | 96 874 | 96 874 | 300 036 CHF | 301 006 CHF | 99,49% | 99,49% |
08/08/2024 | 0,37% | 2,96 CHF | 2,97 CHF | 97 000 | 97 000 | 96 730 | 96 730 | 266 249 CHF | 267 218 CHF | 98,98% | 98,98% |
07/08/2024 | 0,35% | 3,06 CHF | 3,07 CHF | 116 000 | 116 000 | 115 344 | 115 344 | 332 494 CHF | 333 648 CHF | 99,38% | 99,38% |
06/08/2024 | 0,41% | 2,50 CHF | 2,51 CHF | 115 000 | 115 000 | 114 519 | 114 519 | 279 878 CHF | 281 024 CHF | 97,14% | 97,14% |
02/08/2024 | 0,28% | 3,18 CHF | 3,19 CHF | 66 000 | 66 000 | 65 286 | 65 286 | 232 647 CHF | 233 300 CHF | 96,91% | 96,91% |
30/07/2024 | 0,23% | 4,44 CHF | 4,45 CHF | 69 000 | 69 000 | 68 517 | 68 517 | 302 045 CHF | 302 731 CHF | 99,81% | 99,81% |