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 | 0,37% | 3,33 CHF | 3,34 CHF | 25 000 | 25 000 | 24 843 | 24 738 | 81 373 CHF | 81 328 CHF | 99,20% | 99,20% |
14/08/2024 | 0,40% | 3,18 CHF | 3,19 CHF | 25 000 | 25 000 | 24 737 | 24 636 | 78 869 CHF | 78 856 CHF | 98,38% | 98,38% |
13/08/2024 | 0,40% | 3,11 CHF | 3,12 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 76 365 CHF | 76 670 CHF | 96,68% | 96,68% |
12/08/2024 | 0,39% | 3,13 CHF | 3,14 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 78 949 CHF | 79 254 CHF | 100,00% | 100,00% |
09/08/2024 | 0,38% | 3,19 CHF | 3,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 79 291 CHF | 79 591 CHF | 99,79% | 99,79% |
08/08/2024 | 0,41% | 3,08 CHF | 3,09 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 73 694 CHF | 73 993 CHF | 97,06% | 97,06% |
07/08/2024 | 0,40% | 3,14 CHF | 3,15 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 76 031 CHF | 76 334 CHF | 99,93% | 99,93% |
06/08/2024 | 0,57% | 2,88 CHF | 2,89 CHF | 25 000 | 25 000 | 22 940 | 18 819 | 64 381 CHF | 53 137 CHF | 98,85% | 98,85% |
02/08/2024 | 1,14% | 3,03 CHF | 3,07 CHF | 20 000 | 7 500 | 20 000 | 7 500 | 64 442 CHF | 24 443 CHF | 98,11% | 98,11% |
31/07/2024 | 0,43% | 3,48 CHF | 3,49 CHF | 25 000 | 25 000 | 24 222 | 24 059 | 83 872 CHF | 83 654 CHF | 29,92% | 29,92% |