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 | 0,56% | 3,52 CHF | 3,54 CHF | 18 000 | 18 000 | 17 833 | 17 833 | 64 450 CHF | 64 807 CHF | 99,59% | 99,59% |
14/08/2024 | 0,55% | 3,66 CHF | 3,68 CHF | 18 000 | 18 000 | 17 830 | 17 830 | 65 290 CHF | 65 647 CHF | 99,25% | 99,25% |
13/08/2024 | 0,53% | 3,71 CHF | 3,73 CHF | 18 000 | 18 000 | 18 031 | 18 031 | 68 260 CHF | 68 621 CHF | 100,00% | 100,00% |
12/08/2024 | 0,53% | 3,76 CHF | 3,78 CHF | 18 000 | 18 000 | 18 202 | 18 202 | 69 143 CHF | 69 508 CHF | 100,00% | 100,00% |
09/08/2024 | 0,52% | 3,88 CHF | 3,90 CHF | 19 000 | 19 000 | 18 820 | 18 820 | 72 840 CHF | 73 217 CHF | 98,88% | 98,88% |
08/08/2024 | 0,50% | 3,98 CHF | 4,00 CHF | 19 000 | 19 000 | 18 819 | 18 819 | 76 328 CHF | 76 705 CHF | 98,72% | 98,72% |
07/08/2024 | 0,50% | 3,89 CHF | 3,91 CHF | 19 000 | 19 000 | 18 819 | 18 819 | 75 199 CHF | 75 576 CHF | 98,68% | 98,68% |
06/08/2024 | 0,49% | 4,10 CHF | 4,12 CHF | 19 000 | 19 000 | 18 813 | 18 813 | 78 100 CHF | 78 477 CHF | 95,66% | 95,66% |
02/08/2024 | 0,52% | 4,02 CHF | 4,04 CHF | 19 000 | 19 000 | 18 069 | 18 069 | 69 492 CHF | 69 854 CHF | 97,30% | 97,30% |
30/07/2024 | 0,59% | 3,45 CHF | 3,47 CHF | 18 000 | 18 000 | 17 830 | 17 830 | 61 310 CHF | 61 667 CHF | 99,94% | 99,94% |