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 | 1,57% | 3,67 CHF | 3,68 CHF | 39 800 | 39 800 | 15 803 | 15 803 | 54 523 CHF | 55 037 CHF | 99,89% | 99,89% |
14/08/2024 | 1,55% | 3,26 CHF | 3,27 CHF | 40 100 | 40 100 | 15 680 | 15 680 | 51 424 CHF | 51 928 CHF | 99,71% | 99,71% |
13/08/2024 | 1,50% | 3,24 CHF | 3,25 CHF | 43 300 | 43 300 | 17 208 | 17 208 | 54 525 CHF | 55 038 CHF | 99,99% | 99,99% |
12/08/2024 | 1,52% | 3,15 CHF | 3,16 CHF | 43 100 | 43 100 | 17 169 | 17 169 | 53 287 CHF | 53 802 CHF | 98,98% | 98,98% |
09/08/2024 | 1,63% | 3,04 CHF | 3,05 CHF | 42 300 | 42 300 | 16 852 | 16 852 | 51 880 CHF | 52 420 CHF | 96,31% | 96,31% |
08/08/2024 | 1,49% | 3,02 CHF | 3,03 CHF | 48 400 | 48 400 | 19 332 | 19 332 | 54 172 CHF | 54 666 CHF | 99,92% | 99,92% |
07/08/2024 | 1,59% | 3,04 CHF | 3,05 CHF | 46 100 | 46 100 | 19 166 | 19 166 | 56 507 CHF | 57 063 CHF | 94,55% | 94,55% |
06/08/2024 | 1,78% | 2,79 CHF | 2,80 CHF | 52 000 | 52 000 | 20 901 | 20 901 | 55 362 CHF | 55 967 CHF | 99,83% | 99,83% |
02/08/2024 | 2,09% | 2,83 CHF | 2,84 CHF | 42 100 | 42 100 | 15 974 | 15 974 | 47 759 CHF | 48 371 CHF | 99,27% | 99,27% |
30/07/2024 | 1,61% | 3,99 CHF | 4,00 CHF | 33 300 | 33 300 | 13 226 | 13 226 | 53 200 CHF | 53 726 CHF | 99,88% | 99,88% |