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% | 4,05 CHF | 4,06 CHF | 128 000 | 128 000 | 130 122 | 130 122 | 511 220 CHF | 512 522 CHF | 99,97% | 99,97% |
14/08/2024 | 0,26% | 3,89 CHF | 3,90 CHF | 132 000 | 132 000 | 131 137 | 131 137 | 509 537 CHF | 510 848 CHF | 99,26% | 99,26% |
13/08/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 132 000 | 132 000 | 132 604 | 132 604 | 505 603 CHF | 506 929 CHF | 99,74% | 99,74% |
12/08/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 134 000 | 134 000 | 133 381 | 133 381 | 502 534 CHF | 503 868 CHF | 99,79% | 99,79% |
09/08/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 136 000 | 136 000 | 134 130 | 134 130 | 500 314 CHF | 501 655 CHF | 99,95% | 99,95% |
08/08/2024 | 0,27% | 3,82 CHF | 3,83 CHF | 134 000 | 134 000 | 135 533 | 135 533 | 499 079 CHF | 500 434 CHF | 99,31% | 99,31% |
07/08/2024 | 0,27% | 3,66 CHF | 3,67 CHF | 136 000 | 136 000 | 135 641 | 135 641 | 497 388 CHF | 498 745 CHF | 99,87% | 99,87% |
06/08/2024 | 0,28% | 3,56 CHF | 3,57 CHF | 138 000 | 138 000 | 138 329 | 138 329 | 492 115 CHF | 493 499 CHF | 99,83% | 99,83% |
02/08/2024 | 0,26% | 3,71 CHF | 3,72 CHF | 136 000 | 136 000 | 132 521 | 132 521 | 509 276 CHF | 510 602 CHF | 99,68% | 99,68% |
30/07/2024 | 0,23% | 4,31 CHF | 4,32 CHF | 124 000 | 124 000 | 123 490 | 123 490 | 535 884 CHF | 537 119 CHF | 99,99% | 99,99% |