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% | 2,94 CHF | 2,95 CHF | 142 000 | 142 000 | 78 683 | 78 683 | 231 659 CHF | 232 447 CHF | 97,89% | 97,89% |
14/08/2024 | 0,34% | 2,84 CHF | 2,85 CHF | 144 000 | 144 000 | 78 466 | 78 466 | 232 300 CHF | 233 086 CHF | 99,09% | 99,09% |
13/08/2024 | 0,33% | 3,09 CHF | 3,10 CHF | 140 000 | 140 000 | 77 147 | 77 147 | 236 575 CHF | 237 348 CHF | 100,00% | 100,00% |
12/08/2024 | 0,33% | 3,08 CHF | 3,09 CHF | 140 000 | 140 000 | 77 071 | 77 071 | 238 036 CHF | 238 809 CHF | 99,14% | 99,14% |
09/08/2024 | 0,34% | 2,91 CHF | 2,92 CHF | 144 000 | 144 000 | 77 234 | 77 234 | 229 514 CHF | 230 289 CHF | 99,85% | 99,85% |
08/08/2024 | 0,35% | 3,02 CHF | 3,03 CHF | 140 000 | 140 000 | 78 781 | 78 781 | 230 965 CHF | 231 754 CHF | 99,82% | 99,82% |
07/08/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 142 000 | 142 000 | 77 739 | 77 739 | 231 079 CHF | 231 858 CHF | 99,47% | 99,47% |
06/08/2024 | 0,40% | 2,84 CHF | 2,85 CHF | 146 000 | 146 000 | 80 345 | 80 345 | 229 225 CHF | 230 106 CHF | 99,08% | 99,08% |
02/08/2024 | 0,31% | 3,15 CHF | 3,16 CHF | 140 000 | 140 000 | 75 853 | 75 853 | 245 842 CHF | 246 605 CHF | 98,50% | 98,50% |
30/07/2024 | 0,30% | 3,40 CHF | 3,41 CHF | 132 000 | 132 000 | 72 781 | 72 781 | 250 561 CHF | 251 290 CHF | 99,88% | 99,88% |