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 | 0,29% | 3,57 CHF | 3,58 CHF | 128 000 | 128 000 | 130 121 | 130 121 | 448 291 CHF | 449 592 CHF | 100,00% | 100,00% |
14/08/2024 | 0,29% | 3,41 CHF | 3,42 CHF | 132 000 | 132 000 | 131 138 | 131 138 | 446 348 CHF | 447 660 CHF | 99,27% | 99,27% |
13/08/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 132 000 | 132 000 | 132 607 | 132 607 | 441 978 CHF | 443 304 CHF | 99,92% | 99,92% |
12/08/2024 | 0,30% | 3,28 CHF | 3,29 CHF | 134 000 | 134 000 | 133 383 | 133 383 | 438 451 CHF | 439 786 CHF | 99,94% | 99,94% |
09/08/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 136 000 | 136 000 | 134 129 | 134 129 | 436 239 CHF | 437 580 CHF | 99,95% | 99,95% |
08/08/2024 | 0,31% | 3,35 CHF | 3,36 CHF | 134 000 | 134 000 | 135 533 | 135 533 | 434 691 CHF | 436 046 CHF | 99,33% | 99,33% |
07/08/2024 | 0,31% | 3,19 CHF | 3,20 CHF | 136 000 | 136 000 | 135 639 | 135 639 | 432 892 CHF | 434 249 CHF | 99,84% | 99,84% |
06/08/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 138 000 | 138 000 | 138 330 | 138 330 | 426 970 CHF | 428 353 CHF | 99,76% | 99,76% |
02/08/2024 | 0,30% | 3,24 CHF | 3,25 CHF | 136 000 | 136 000 | 132 522 | 132 522 | 446 174 CHF | 447 499 CHF | 99,75% | 99,75% |
30/07/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 124 000 | 124 000 | 123 490 | 123 490 | 476 051 CHF | 477 286 CHF | 99,97% | 99,97% |