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 | 0,26% | 4,09 CHF | 4,10 CHF | 194 000 | 194 000 | 87 328 | 87 328 | 344 228 CHF | 345 103 CHF | 99,88% | 99,88% |
14/08/2024 | 0,27% | 3,77 CHF | 3,78 CHF | 200 000 | 200 000 | 87 116 | 87 116 | 329 422 CHF | 330 295 CHF | 99,72% | 99,72% |
13/08/2024 | 0,28% | 3,67 CHF | 3,68 CHF | 200 000 | 200 000 | 89 449 | 89 449 | 328 587 CHF | 329 483 CHF | 99,99% | 99,99% |
12/08/2024 | 0,28% | 3,70 CHF | 3,71 CHF | 200 000 | 200 000 | 89 331 | 89 331 | 329 788 CHF | 330 685 CHF | 99,10% | 99,10% |
09/08/2024 | 0,28% | 3,66 CHF | 3,67 CHF | 200 000 | 200 000 | 89 601 | 89 601 | 325 370 CHF | 326 269 CHF | 98,36% | 98,36% |
08/08/2024 | 0,29% | 3,53 CHF | 3,54 CHF | 220 000 | 220 000 | 97 527 | 97 527 | 340 641 CHF | 341 618 CHF | 99,94% | 99,94% |
07/08/2024 | 0,29% | 3,63 CHF | 3,64 CHF | 200 000 | 200 000 | 94 292 | 94 292 | 335 830 CHF | 336 774 CHF | 99,88% | 99,88% |
06/08/2024 | 0,34% | 3,40 CHF | 3,41 CHF | 220 000 | 220 000 | 96 523 | 96 523 | 324 251 CHF | 325 286 CHF | 99,72% | 99,72% |
02/08/2024 | 0,52% | 3,51 CHF | 3,52 CHF | 220 000 | 220 000 | 68 468 | 68 468 | 242 900 CHF | 243 815 CHF | 99,35% | 99,35% |
30/07/2024 | 0,23% | 4,38 CHF | 4,39 CHF | 186 000 | 186 000 | 82 387 | 82 387 | 369 229 CHF | 370 054 CHF | 99,92% | 99,92% |