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 | 0,30% | 3,36 CHF | 3,37 CHF | 260 000 | 260 000 | 89 874 | 89 874 | 303 891 CHF | 304 791 CHF | 99,87% | 99,87% |
14/08/2024 | 0,32% | 3,28 CHF | 3,29 CHF | 260 000 | 260 000 | 91 836 | 91 836 | 297 730 CHF | 298 650 CHF | 99,72% | 99,72% |
13/08/2024 | 0,33% | 3,17 CHF | 3,18 CHF | 270 000 | 270 000 | 93 638 | 93 638 | 291 856 CHF | 292 794 CHF | 99,98% | 99,98% |
12/08/2024 | 0,33% | 3,11 CHF | 3,12 CHF | 270 000 | 270 000 | 93 893 | 93 893 | 289 810 CHF | 290 752 CHF | 98,99% | 98,99% |
09/08/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 270 000 | 270 000 | 96 437 | 96 437 | 293 268 CHF | 294 233 CHF | 97,79% | 97,79% |
08/08/2024 | 0,35% | 3,00 CHF | 3,01 CHF | 280 000 | 280 000 | 97 972 | 97 972 | 288 545 CHF | 289 526 CHF | 99,90% | 99,90% |
07/08/2024 | 0,35% | 3,04 CHF | 3,05 CHF | 280 000 | 280 000 | 96 973 | 96 973 | 288 254 CHF | 289 225 CHF | 99,86% | 99,86% |
06/08/2024 | 0,37% | 2,79 CHF | 2,80 CHF | 290 000 | 290 000 | 99 701 | 99 701 | 278 138 CHF | 279 136 CHF | 99,69% | 99,69% |
02/08/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 290 000 | 290 000 | 96 310 | 96 310 | 281 304 CHF | 282 269 CHF | 99,68% | 99,68% |
30/07/2024 | 0,33% | 3,08 CHF | 3,09 CHF | 270 000 | 270 000 | 93 657 | 93 657 | 292 521 CHF | 293 459 CHF | 99,99% | 99,99% |