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 | 0,32% | 3,23 CHF | 3,24 CHF | 142 000 | 142 000 | 78 678 | 78 678 | 254 358 CHF | 255 146 CHF | 97,88% | 97,88% |
14/08/2024 | 0,31% | 3,12 CHF | 3,13 CHF | 144 000 | 144 000 | 78 482 | 78 482 | 254 845 CHF | 255 631 CHF | 99,11% | 99,11% |
13/08/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 140 000 | 140 000 | 77 147 | 77 147 | 258 804 CHF | 259 577 CHF | 100,00% | 100,00% |
12/08/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 140 000 | 140 000 | 77 069 | 77 069 | 260 323 CHF | 261 096 CHF | 99,14% | 99,14% |
09/08/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 144 000 | 144 000 | 77 322 | 77 322 | 251 944 CHF | 252 721 CHF | 99,50% | 99,50% |
08/08/2024 | 0,32% | 3,31 CHF | 3,32 CHF | 140 000 | 140 000 | 78 810 | 78 810 | 253 546 CHF | 254 336 CHF | 99,87% | 99,87% |
07/08/2024 | 0,31% | 3,27 CHF | 3,28 CHF | 142 000 | 142 000 | 77 747 | 77 747 | 253 268 CHF | 254 047 CHF | 99,48% | 99,48% |
06/08/2024 | 0,36% | 3,12 CHF | 3,13 CHF | 146 000 | 146 000 | 80 330 | 80 330 | 251 869 CHF | 252 750 CHF | 99,06% | 99,06% |
02/08/2024 | 0,29% | 3,43 CHF | 3,44 CHF | 140 000 | 140 000 | 75 777 | 75 777 | 267 414 CHF | 268 176 CHF | 98,20% | 98,20% |
30/07/2024 | 0,27% | 3,69 CHF | 3,70 CHF | 132 000 | 132 000 | 72 704 | 72 704 | 271 741 CHF | 272 470 CHF | 99,75% | 99,75% |