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 | 1,45% | 3,17 CHF | 3,18 CHF | 33 200 | 33 200 | 11 463 | 11 463 | 36 542 CHF | 36 848 CHF | 99,90% | 99,90% |
14/08/2024 | 1,32% | 3,20 CHF | 3,21 CHF | 34 200 | 34 200 | 11 828 | 11 828 | 37 368 CHF | 37 655 CHF | 99,72% | 99,72% |
13/08/2024 | 1,41% | 3,05 CHF | 3,06 CHF | 36 200 | 36 200 | 12 294 | 12 294 | 36 940 CHF | 37 230 CHF | 99,99% | 99,99% |
12/08/2024 | 1,49% | 2,90 CHF | 2,91 CHF | 37 800 | 37 800 | 13 118 | 13 118 | 37 601 CHF | 37 922 CHF | 98,98% | 98,98% |
09/08/2024 | 1,43% | 2,89 CHF | 2,90 CHF | 36 300 | 36 300 | 12 679 | 12 679 | 36 592 CHF | 36 901 CHF | 98,16% | 98,16% |
08/08/2024 | 1,43% | 3,03 CHF | 3,04 CHF | 35 900 | 35 900 | 12 345 | 12 345 | 36 573 CHF | 36 875 CHF | 99,92% | 99,92% |
07/08/2024 | 1,37% | 2,93 CHF | 2,94 CHF | 35 900 | 35 900 | 12 715 | 12 715 | 37 482 CHF | 37 783 CHF | 95,76% | 95,76% |
06/08/2024 | 1,64% | 3,00 CHF | 3,01 CHF | 35 500 | 35 500 | 12 084 | 12 084 | 35 866 CHF | 36 191 CHF | 99,94% | 99,94% |
02/08/2024 | 1,67% | 3,26 CHF | 3,27 CHF | 33 700 | 33 700 | 11 132 | 11 132 | 36 273 CHF | 36 575 CHF | 99,39% | 99,39% |
30/07/2024 | 1,33% | 3,30 CHF | 3,31 CHF | 33 800 | 33 800 | 11 836 | 11 836 | 37 904 CHF | 38 194 CHF | 99,88% | 99,88% |