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 | 0,35% | 4,84 CHF | 4,85 CHF | 65 000 | 65 000 | 28 836 | 28 836 | 131 844 CHF | 132 229 CHF | 99,87% | 99,87% |
14/08/2024 | 0,38% | 4,35 CHF | 4,36 CHF | 69 000 | 69 000 | 29 081 | 29 081 | 121 747 CHF | 122 133 CHF | 99,39% | 99,39% |
13/08/2024 | 0,40% | 4,02 CHF | 4,03 CHF | 72 000 | 72 000 | 30 751 | 30 751 | 121 079 CHF | 121 485 CHF | 99,99% | 99,99% |
12/08/2024 | 0,41% | 3,96 CHF | 3,97 CHF | 72 000 | 72 000 | 31 239 | 31 239 | 118 758 CHF | 119 170 CHF | 98,99% | 98,99% |
09/08/2024 | 0,42% | 3,76 CHF | 3,77 CHF | 74 000 | 74 000 | 31 363 | 31 363 | 115 507 CHF | 115 924 CHF | 96,77% | 96,77% |
08/08/2024 | 0,49% | 3,46 CHF | 3,47 CHF | 77 000 | 77 000 | 32 945 | 32 945 | 108 673 CHF | 109 107 CHF | 99,66% | 99,66% |
07/08/2024 | 0,45% | 3,51 CHF | 3,52 CHF | 76 000 | 76 000 | 33 029 | 33 029 | 116 104 CHF | 116 542 CHF | 96,14% | 96,14% |
06/08/2024 | 0,48% | 3,24 CHF | 3,25 CHF | 79 000 | 79 000 | 32 370 | 32 370 | 109 335 CHF | 109 771 CHF | 99,31% | 99,31% |
02/08/2024 | 0,47% | 3,78 CHF | 3,79 CHF | 74 000 | 74 000 | 29 538 | 29 538 | 118 036 CHF | 118 492 CHF | 99,37% | 99,37% |
30/07/2024 | 0,30% | 4,80 CHF | 4,81 CHF | 65 000 | 65 000 | 26 944 | 26 944 | 136 115 CHF | 136 470 CHF | 99,88% | 99,88% |