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% | 4,07 CHF | 4,08 CHF | 128 000 | 128 000 | 130 121 | 130 121 | 512 977 CHF | 514 278 CHF | 99,98% | 99,98% |
14/08/2024 | 0,26% | 3,91 CHF | 3,92 CHF | 132 000 | 132 000 | 131 137 | 131 137 | 511 287 CHF | 512 599 CHF | 99,27% | 99,27% |
13/08/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 132 000 | 132 000 | 132 607 | 132 607 | 507 345 CHF | 508 671 CHF | 99,92% | 99,92% |
12/08/2024 | 0,26% | 3,77 CHF | 3,78 CHF | 134 000 | 134 000 | 133 383 | 133 383 | 504 302 CHF | 505 637 CHF | 99,94% | 99,94% |
09/08/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 136 000 | 136 000 | 134 129 | 134 129 | 502 049 CHF | 503 390 CHF | 99,94% | 99,94% |
08/08/2024 | 0,27% | 3,84 CHF | 3,85 CHF | 134 000 | 134 000 | 135 534 | 135 534 | 500 895 CHF | 502 251 CHF | 99,27% | 99,27% |
07/08/2024 | 0,27% | 3,68 CHF | 3,69 CHF | 136 000 | 136 000 | 135 640 | 135 640 | 499 204 CHF | 500 560 CHF | 99,87% | 99,87% |
06/08/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 138 000 | 138 000 | 138 331 | 138 331 | 493 966 CHF | 495 349 CHF | 99,78% | 99,78% |
02/08/2024 | 0,26% | 3,72 CHF | 3,73 CHF | 136 000 | 136 000 | 132 521 | 132 521 | 510 946 CHF | 512 271 CHF | 99,71% | 99,71% |
30/07/2024 | 0,23% | 4,32 CHF | 4,33 CHF | 124 000 | 124 000 | 123 490 | 123 490 | 537 492 CHF | 538 727 CHF | 99,99% | 99,99% |