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 | 0,27% | 3,77 CHF | 3,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 695 880 CHF | 566 794 CHF | 99,22% | 99,22% |
14/08/2024 | 0,28% | 3,69 CHF | 3,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 629 310 CHF | 544 603 CHF | 99,22% | 99,22% |
13/08/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 582 210 CHF | 528 903 CHF | 99,22% | 99,22% |
12/08/2024 | 0,28% | 3,52 CHF | 3,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 578 590 CHF | 527 698 CHF | 99,24% | 99,24% |
09/08/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 555 150 CHF | 519 884 CHF | 99,19% | 99,19% |
08/08/2024 | 0,30% | 3,41 CHF | 3,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 486 770 CHF | 497 088 CHF | 99,18% | 99,18% |
07/08/2024 | 0,30% | 3,45 CHF | 3,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 502 770 CHF | 502 425 CHF | 99,22% | 99,22% |
06/08/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 435 280 CHF | 479 928 CHF | 99,15% | 99,15% |
02/08/2024 | 0,30% | 3,26 CHF | 3,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 510 490 CHF | 504 997 CHF | 99,16% | 99,16% |
30/07/2024 | 0,28% | 3,50 CHF | 3,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 592 720 CHF | 532 406 CHF | 99,19% | 99,19% |