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 | 0,30% | 3,43 CHF | 3,44 CHF | 128 000 | 128 000 | 130 121 | 130 121 | 430 539 CHF | 431 840 CHF | 99,98% | 99,98% |
14/08/2024 | 0,31% | 3,28 CHF | 3,29 CHF | 132 000 | 132 000 | 131 138 | 131 138 | 428 475 CHF | 429 786 CHF | 99,27% | 99,27% |
13/08/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 132 000 | 132 000 | 132 607 | 132 607 | 424 044 CHF | 425 370 CHF | 99,92% | 99,92% |
12/08/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 134 000 | 134 000 | 133 383 | 133 383 | 420 402 CHF | 421 736 CHF | 99,93% | 99,93% |
09/08/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 136 000 | 136 000 | 134 129 | 134 129 | 418 133 CHF | 419 475 CHF | 99,97% | 99,97% |
08/08/2024 | 0,32% | 3,21 CHF | 3,22 CHF | 134 000 | 134 000 | 135 533 | 135 533 | 416 568 CHF | 417 924 CHF | 99,33% | 99,33% |
07/08/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 136 000 | 136 000 | 135 639 | 135 639 | 414 700 CHF | 416 056 CHF | 99,87% | 99,87% |
06/08/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 138 000 | 138 000 | 138 330 | 138 330 | 408 589 CHF | 409 973 CHF | 99,76% | 99,76% |
02/08/2024 | 0,31% | 3,10 CHF | 3,11 CHF | 136 000 | 136 000 | 132 522 | 132 522 | 428 403 CHF | 429 728 CHF | 99,75% | 99,75% |
30/07/2024 | 0,27% | 3,69 CHF | 3,70 CHF | 124 000 | 124 000 | 123 490 | 123 490 | 459 190 CHF | 460 425 CHF | 100,00% | 100,00% |