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 | 0,54% | 3,74 CHF | 3,76 CHF | 64 000 | 64 000 | 64 656 | 64 656 | 238 231 CHF | 239 524 CHF | 100,00% | 100,00% |
14/08/2024 | 0,55% | 3,65 CHF | 3,67 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 235 877 CHF | 237 177 CHF | 99,27% | 99,27% |
13/08/2024 | 0,56% | 3,54 CHF | 3,56 CHF | 66 000 | 66 000 | 65 946 | 65 946 | 233 224 CHF | 234 543 CHF | 99,99% | 99,99% |
12/08/2024 | 0,55% | 3,60 CHF | 3,62 CHF | 65 000 | 65 000 | 65 013 | 65 013 | 235 038 CHF | 236 338 CHF | 98,52% | 98,52% |
09/08/2024 | 0,55% | 3,61 CHF | 3,63 CHF | 65 000 | 65 000 | 65 151 | 65 151 | 234 930 CHF | 236 233 CHF | 99,97% | 99,97% |
08/08/2024 | 0,57% | 3,56 CHF | 3,58 CHF | 66 000 | 66 000 | 66 071 | 66 071 | 231 360 CHF | 232 682 CHF | 99,92% | 99,92% |
07/08/2024 | 0,56% | 3,61 CHF | 3,63 CHF | 65 000 | 65 000 | 65 804 | 65 804 | 233 410 CHF | 234 726 CHF | 99,94% | 99,94% |
06/08/2024 | 0,59% | 3,31 CHF | 3,33 CHF | 68 000 | 68 000 | 67 383 | 67 383 | 226 447 CHF | 227 795 CHF | 99,66% | 99,66% |
02/08/2024 | 0,53% | 3,62 CHF | 3,64 CHF | 65 000 | 65 000 | 64 251 | 64 251 | 239 963 CHF | 241 248 CHF | 99,80% | 99,80% |
31/07/2024 | 0,48% | 4,18 CHF | 4,20 CHF | 61 000 | 61 000 | 61 000 | 61 000 | 254 844 CHF | 256 064 CHF | 39,25% | 39,25% |