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 | 0,23% | 4,23 CHF | 4,24 CHF | 267 000 | 267 000 | 146 595 | 146 595 | 647 400 CHF | 648 869 CHF | 99,89% | 99,89% |
14/08/2024 | 0,24% | 4,50 CHF | 4,51 CHF | 287 000 | 287 000 | 147 248 | 147 248 | 650 980 CHF | 652 465 CHF | 99,01% | 99,01% |
13/08/2024 | 0,22% | 4,43 CHF | 4,44 CHF | 284 000 | 284 000 | 151 569 | 151 569 | 691 400 CHF | 692 919 CHF | 99,74% | 99,74% |
12/08/2024 | 0,22% | 4,64 CHF | 4,65 CHF | 290 000 | 290 000 | 149 643 | 149 643 | 690 272 CHF | 691 773 CHF | 99,30% | 99,30% |
09/08/2024 | 0,23% | 4,59 CHF | 4,60 CHF | 290 000 | 290 000 | 143 356 | 143 356 | 658 084 CHF | 659 533 CHF | 98,39% | 98,39% |
08/08/2024 | 0,22% | 4,61 CHF | 4,62 CHF | 294 000 | 294 000 | 150 972 | 150 972 | 709 674 CHF | 711 186 CHF | 99,84% | 99,84% |
07/08/2024 | 0,23% | 4,57 CHF | 4,58 CHF | 290 000 | 290 000 | 152 481 | 152 481 | 690 698 CHF | 692 226 CHF | 99,14% | 99,14% |
06/08/2024 | 0,26% | 4,59 CHF | 4,60 CHF | 300 000 | 300 000 | 149 702 | 149 702 | 674 355 CHF | 675 974 CHF | 99,69% | 99,69% |
02/08/2024 | 0,33% | 4,32 CHF | 4,33 CHF | 280 000 | 280 000 | 133 318 | 133 318 | 560 516 CHF | 562 220 CHF | 99,24% | 99,24% |
30/07/2024 | 0,27% | 3,95 CHF | 3,96 CHF | 250 000 | 250 000 | 124 663 | 124 663 | 476 832 CHF | 478 081 CHF | 99,65% | 99,65% |