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 | 0,24% | 4,19 CHF | 4,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 884 930 CHF | 629 810 CHF | 99,23% | 99,23% |
14/08/2024 | 0,25% | 4,11 CHF | 4,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 816 880 CHF | 607 128 CHF | 99,21% | 99,21% |
13/08/2024 | 0,25% | 3,99 CHF | 4,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 770 670 CHF | 591 724 CHF | 99,21% | 99,21% |
12/08/2024 | 0,25% | 3,94 CHF | 3,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 767 460 CHF | 590 652 CHF | 99,23% | 99,23% |
09/08/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 743 210 CHF | 582 570 CHF | 99,19% | 99,19% |
08/08/2024 | 0,27% | 3,83 CHF | 3,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 673 300 CHF | 559 268 CHF | 99,18% | 99,18% |
07/08/2024 | 0,27% | 3,87 CHF | 3,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 689 740 CHF | 564 746 CHF | 99,21% | 99,21% |
06/08/2024 | 0,28% | 3,61 CHF | 3,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 620 720 CHF | 541 741 CHF | 99,14% | 99,14% |
02/08/2024 | 0,26% | 3,68 CHF | 3,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 698 950 CHF | 567 816 CHF | 99,14% | 99,14% |
30/07/2024 | 0,25% | 3,93 CHF | 3,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 784 600 CHF | 596 365 CHF | 99,20% | 99,20% |