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 | 0,32% | 3,21 CHF | 3,22 CHF | 128 000 | 128 000 | 130 122 | 130 122 | 402 179 CHF | 403 480 CHF | 99,97% | 99,97% |
14/08/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 132 000 | 132 000 | 131 138 | 131 138 | 399 961 CHF | 401 272 CHF | 99,26% | 99,26% |
13/08/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 132 000 | 132 000 | 132 605 | 132 605 | 395 260 CHF | 396 586 CHF | 99,74% | 99,74% |
12/08/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 134 000 | 134 000 | 133 381 | 133 381 | 391 481 CHF | 392 816 CHF | 99,72% | 99,72% |
09/08/2024 | 0,34% | 2,89 CHF | 2,90 CHF | 136 000 | 136 000 | 134 129 | 134 129 | 389 207 CHF | 390 548 CHF | 99,97% | 99,97% |
08/08/2024 | 0,35% | 3,00 CHF | 3,01 CHF | 134 000 | 134 000 | 135 532 | 135 532 | 387 479 CHF | 388 834 CHF | 99,34% | 99,34% |
07/08/2024 | 0,35% | 2,83 CHF | 2,84 CHF | 136 000 | 136 000 | 135 641 | 135 641 | 385 586 CHF | 386 942 CHF | 99,90% | 99,90% |
06/08/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 138 000 | 138 000 | 138 328 | 138 328 | 379 133 CHF | 380 516 CHF | 99,77% | 99,77% |
02/08/2024 | 0,33% | 2,89 CHF | 2,90 CHF | 136 000 | 136 000 | 132 518 | 132 518 | 399 943 CHF | 401 268 CHF | 99,66% | 99,66% |
30/07/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 124 000 | 124 000 | 123 490 | 123 490 | 432 294 CHF | 433 529 CHF | 99,98% | 99,98% |