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 | 0,33% | 3,09 CHF | 3,10 CHF | 135 000 | 135 000 | 75 821 | 75 821 | 233 829 CHF | 234 589 CHF | 99,89% | 99,89% |
14/08/2024 | 0,34% | 3,01 CHF | 3,02 CHF | 140 000 | 140 000 | 77 153 | 77 153 | 231 021 CHF | 231 794 CHF | 99,72% | 99,72% |
13/08/2024 | 0,35% | 2,97 CHF | 2,98 CHF | 140 000 | 140 000 | 77 152 | 77 152 | 225 144 CHF | 225 917 CHF | 99,98% | 99,98% |
12/08/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 140 000 | 140 000 | 77 090 | 77 090 | 222 094 CHF | 222 867 CHF | 99,99% | 99,99% |
09/08/2024 | 0,36% | 2,83 CHF | 2,84 CHF | 145 000 | 145 000 | 79 275 | 79 275 | 224 060 CHF | 224 854 CHF | 99,93% | 99,93% |
08/08/2024 | 0,37% | 2,79 CHF | 2,80 CHF | 145 000 | 145 000 | 79 844 | 79 844 | 219 881 CHF | 220 681 CHF | 99,82% | 99,82% |
07/08/2024 | 0,36% | 2,87 CHF | 2,88 CHF | 140 000 | 140 000 | 78 140 | 78 140 | 223 124 CHF | 223 907 CHF | 99,51% | 99,51% |
06/08/2024 | 0,38% | 2,77 CHF | 2,78 CHF | 145 000 | 145 000 | 79 817 | 79 817 | 217 252 CHF | 218 052 CHF | 99,79% | 99,79% |
02/08/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 145 000 | 145 000 | 77 543 | 77 543 | 225 781 CHF | 226 559 CHF | 99,45% | 99,45% |
30/07/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 135 000 | 135 000 | 72 116 | 72 116 | 237 738 CHF | 238 460 CHF | 99,58% | 99,58% |