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 | 0,35% | 2,72 CHF | 2,73 CHF | 42 800 | 42 800 | 43 094 | 43 094 | 123 881 CHF | 124 312 CHF | 99,99% | 99,99% |
14/08/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 42 200 | 42 200 | 41 667 | 41 667 | 122 608 CHF | 123 025 CHF | 99,67% | 99,67% |
13/08/2024 | 0,32% | 3,07 CHF | 3,08 CHF | 41 900 | 41 900 | 41 680 | 41 680 | 128 924 CHF | 129 341 CHF | 99,73% | 99,73% |
12/08/2024 | 0,33% | 3,14 CHF | 3,15 CHF | 43 900 | 43 900 | 43 216 | 43 216 | 132 324 CHF | 132 757 CHF | 99,18% | 99,18% |
09/08/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 43 600 | 43 600 | 43 448 | 43 448 | 127 370 CHF | 127 804 CHF | 99,98% | 99,98% |
08/08/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 45 200 | 45 200 | 45 606 | 45 606 | 135 605 CHF | 136 061 CHF | 99,94% | 99,94% |
07/08/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 42 800 | 42 800 | 42 592 | 42 592 | 120 282 CHF | 120 708 CHF | 99,94% | 99,94% |
06/08/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 44 200 | 44 200 | 44 164 | 44 164 | 130 049 CHF | 130 490 CHF | 99,81% | 99,81% |
02/08/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 52 400 | 52 400 | 51 655 | 51 655 | 135 095 CHF | 135 611 CHF | 99,73% | 99,73% |
30/07/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 58 500 | 58 500 | 58 259 | 58 259 | 127 912 CHF | 128 495 CHF | 99,99% | 99,99% |