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 | 0,31% | 3,42 CHF | 3,43 CHF | 158 000 | 158 000 | 70 102 | 70 102 | 231 706 CHF | 232 408 CHF | 99,89% | 99,89% |
14/08/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 166 000 | 166 000 | 69 087 | 69 087 | 219 591 CHF | 220 283 CHF | 99,69% | 99,69% |
13/08/2024 | 0,33% | 3,13 CHF | 3,14 CHF | 166 000 | 166 000 | 72 634 | 72 634 | 225 421 CHF | 226 149 CHF | 99,45% | 99,45% |
12/08/2024 | 0,34% | 3,06 CHF | 3,07 CHF | 168 000 | 168 000 | 74 019 | 74 019 | 221 267 CHF | 222 010 CHF | 98,99% | 98,99% |
09/08/2024 | 0,34% | 2,89 CHF | 2,90 CHF | 174 000 | 174 000 | 74 270 | 74 270 | 219 394 CHF | 220 139 CHF | 97,86% | 97,86% |
08/08/2024 | 0,37% | 2,89 CHF | 2,90 CHF | 172 000 | 172 000 | 76 816 | 76 816 | 212 944 CHF | 213 713 CHF | 99,82% | 99,82% |
07/08/2024 | 0,36% | 2,95 CHF | 2,96 CHF | 172 000 | 172 000 | 76 587 | 76 587 | 219 739 CHF | 220 506 CHF | 97,65% | 97,65% |
06/08/2024 | 0,39% | 2,75 CHF | 2,76 CHF | 178 000 | 178 000 | 74 103 | 74 103 | 212 706 CHF | 213 497 CHF | 99,28% | 99,28% |
02/08/2024 | 0,37% | 2,97 CHF | 2,98 CHF | 172 000 | 172 000 | 73 177 | 73 177 | 211 367 CHF | 212 120 CHF | 95,89% | 95,89% |
30/07/2024 | 0,31% | 3,10 CHF | 3,11 CHF | 166 000 | 166 000 | 70 229 | 70 229 | 227 665 CHF | 228 368 CHF | 99,99% | 99,99% |