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% | 3,52 CHF | 3,53 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 169 938 CHF | 170 428 CHF | 99,99% | 99,99% |
14/08/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 50 000 | 50 000 | 49 560 | 49 560 | 167 515 CHF | 168 011 CHF | 99,27% | 99,27% |
13/08/2024 | 0,31% | 3,30 CHF | 3,31 CHF | 50 000 | 50 000 | 50 221 | 50 221 | 162 960 CHF | 163 462 CHF | 99,99% | 99,99% |
12/08/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 50 000 | 50 000 | 49 994 | 49 994 | 167 386 CHF | 167 886 CHF | 99,33% | 99,33% |
09/08/2024 | 0,30% | 3,38 CHF | 3,39 CHF | 50 000 | 50 000 | 49 945 | 49 945 | 167 938 CHF | 168 438 CHF | 99,98% | 99,98% |
08/08/2024 | 0,32% | 3,27 CHF | 3,28 CHF | 50 000 | 50 000 | 50 876 | 50 876 | 159 528 CHF | 160 037 CHF | 99,90% | 99,90% |
07/08/2024 | 0,31% | 3,34 CHF | 3,35 CHF | 50 000 | 50 000 | 50 519 | 50 519 | 163 263 CHF | 163 768 CHF | 99,92% | 99,92% |
06/08/2024 | 0,33% | 3,07 CHF | 3,08 CHF | 52 000 | 52 000 | 52 045 | 52 045 | 155 919 CHF | 156 439 CHF | 99,81% | 99,81% |
02/08/2024 | 0,29% | 3,23 CHF | 3,24 CHF | 50 000 | 50 000 | 49 195 | 49 195 | 168 474 CHF | 168 966 CHF | 99,84% | 99,84% |
31/07/2024 | 0,27% | 3,67 CHF | 3,68 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 175 624 CHF | 176 104 CHF | 39,25% | 39,25% |