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 | 0,25% | 3,88 CHF | 3,89 CHF | 267 000 | 267 000 | 146 587 | 146 587 | 597 424 CHF | 598 892 CHF | 99,88% | 99,88% |
14/08/2024 | 0,25% | 4,16 CHF | 4,17 CHF | 287 000 | 287 000 | 147 245 | 147 245 | 601 128 CHF | 602 612 CHF | 99,01% | 99,01% |
13/08/2024 | 0,24% | 4,09 CHF | 4,10 CHF | 284 000 | 284 000 | 151 556 | 151 556 | 639 850 CHF | 641 368 CHF | 99,73% | 99,73% |
12/08/2024 | 0,24% | 4,30 CHF | 4,31 CHF | 290 000 | 290 000 | 149 644 | 149 644 | 639 307 CHF | 640 808 CHF | 99,26% | 99,26% |
09/08/2024 | 0,24% | 4,25 CHF | 4,26 CHF | 290 000 | 290 000 | 143 280 | 143 280 | 609 182 CHF | 610 630 CHF | 98,33% | 98,33% |
08/08/2024 | 0,23% | 4,27 CHF | 4,28 CHF | 294 000 | 294 000 | 150 892 | 150 892 | 658 294 CHF | 659 806 CHF | 99,77% | 99,77% |
07/08/2024 | 0,24% | 4,23 CHF | 4,24 CHF | 290 000 | 290 000 | 152 439 | 152 439 | 638 984 CHF | 640 512 CHF | 99,12% | 99,12% |
06/08/2024 | 0,28% | 4,25 CHF | 4,26 CHF | 300 000 | 300 000 | 149 793 | 149 793 | 624 660 CHF | 626 280 CHF | 99,74% | 99,74% |
02/08/2024 | 0,36% | 3,98 CHF | 3,99 CHF | 280 000 | 280 000 | 133 228 | 133 228 | 514 946 CHF | 516 650 CHF | 99,17% | 99,17% |
30/07/2024 | 0,29% | 3,60 CHF | 3,61 CHF | 250 000 | 250 000 | 124 658 | 124 658 | 433 581 CHF | 434 830 CHF | 99,65% | 99,65% |