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 | 0,27% | 3,93 CHF | 3,94 CHF | 194 000 | 194 000 | 87 329 | 87 329 | 329 994 CHF | 330 869 CHF | 99,88% | 99,88% |
14/08/2024 | 0,28% | 3,60 CHF | 3,61 CHF | 200 000 | 200 000 | 87 097 | 87 097 | 315 159 CHF | 316 032 CHF | 99,69% | 99,69% |
13/08/2024 | 0,29% | 3,51 CHF | 3,52 CHF | 200 000 | 200 000 | 89 434 | 89 434 | 313 949 CHF | 314 845 CHF | 99,98% | 99,98% |
12/08/2024 | 0,29% | 3,54 CHF | 3,55 CHF | 200 000 | 200 000 | 89 361 | 89 361 | 315 228 CHF | 316 125 CHF | 99,02% | 99,02% |
09/08/2024 | 0,30% | 3,49 CHF | 3,50 CHF | 200 000 | 200 000 | 89 570 | 89 570 | 310 640 CHF | 311 538 CHF | 98,30% | 98,30% |
08/08/2024 | 0,31% | 3,37 CHF | 3,38 CHF | 220 000 | 220 000 | 97 454 | 97 454 | 324 531 CHF | 325 508 CHF | 99,89% | 99,89% |
07/08/2024 | 0,30% | 3,47 CHF | 3,48 CHF | 200 000 | 200 000 | 94 401 | 94 401 | 320 853 CHF | 321 799 CHF | 99,75% | 99,75% |
06/08/2024 | 0,36% | 3,24 CHF | 3,25 CHF | 220 000 | 220 000 | 96 628 | 96 628 | 308 986 CHF | 310 022 CHF | 99,81% | 99,81% |
02/08/2024 | 0,55% | 3,35 CHF | 3,36 CHF | 220 000 | 220 000 | 68 858 | 68 858 | 233 050 CHF | 233 969 CHF | 99,49% | 99,49% |
30/07/2024 | 0,24% | 4,22 CHF | 4,23 CHF | 186 000 | 186 000 | 82 427 | 82 427 | 355 858 CHF | 356 684 CHF | 99,97% | 99,97% |