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 | 0,29% | 3,50 CHF | 3,51 CHF | 39 000 | 39 000 | 38 993 | 38 993 | 132 776 CHF | 133 166 CHF | 100,00% | 100,00% |
14/08/2024 | 0,30% | 3,35 CHF | 3,36 CHF | 39 000 | 39 000 | 39 032 | 39 032 | 131 053 CHF | 131 444 CHF | 99,69% | 99,69% |
13/08/2024 | 0,31% | 3,31 CHF | 3,32 CHF | 40 000 | 40 000 | 39 995 | 39 995 | 129 345 CHF | 129 745 CHF | 99,74% | 99,74% |
12/08/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 128 860 CHF | 129 260 CHF | 98,85% | 98,85% |
09/08/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 40 000 | 40 000 | 40 082 | 40 082 | 126 398 CHF | 126 799 CHF | 99,98% | 99,98% |
08/08/2024 | 0,34% | 3,05 CHF | 3,06 CHF | 41 000 | 41 000 | 41 608 | 41 608 | 123 474 CHF | 123 891 CHF | 99,90% | 99,90% |
07/08/2024 | 0,33% | 3,13 CHF | 3,14 CHF | 41 000 | 41 000 | 40 990 | 40 990 | 124 170 CHF | 124 580 CHF | 99,99% | 99,99% |
06/08/2024 | 0,35% | 2,93 CHF | 2,94 CHF | 42 000 | 42 000 | 41 970 | 41 970 | 120 588 CHF | 121 008 CHF | 99,84% | 99,84% |
02/08/2024 | 0,31% | 3,01 CHF | 3,02 CHF | 41 000 | 41 000 | 40 195 | 40 195 | 128 134 CHF | 128 536 CHF | 99,80% | 99,80% |
30/07/2024 | 0,28% | 3,60 CHF | 3,61 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 137 142 CHF | 137 522 CHF | 99,99% | 99,99% |