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 | 0,32% | 3,17 CHF | 3,18 CHF | 260 000 | 260 000 | 89 869 | 89 869 | 286 829 CHF | 287 729 CHF | 99,86% | 99,86% |
14/08/2024 | 0,34% | 3,10 CHF | 3,11 CHF | 260 000 | 260 000 | 91 827 | 91 827 | 280 453 CHF | 281 373 CHF | 99,73% | 99,73% |
13/08/2024 | 0,35% | 2,98 CHF | 2,99 CHF | 270 000 | 270 000 | 93 673 | 93 673 | 274 305 CHF | 275 243 CHF | 100,00% | 100,00% |
12/08/2024 | 0,35% | 2,92 CHF | 2,93 CHF | 270 000 | 270 000 | 93 888 | 93 888 | 272 079 CHF | 273 021 CHF | 98,99% | 98,99% |
09/08/2024 | 0,36% | 2,87 CHF | 2,88 CHF | 270 000 | 270 000 | 96 365 | 96 365 | 274 937 CHF | 275 902 CHF | 97,93% | 97,93% |
08/08/2024 | 0,38% | 2,81 CHF | 2,82 CHF | 280 000 | 280 000 | 98 068 | 98 068 | 270 412 CHF | 271 394 CHF | 99,96% | 99,96% |
07/08/2024 | 0,37% | 2,85 CHF | 2,86 CHF | 280 000 | 280 000 | 96 984 | 96 984 | 270 079 CHF | 271 050 CHF | 99,84% | 99,84% |
06/08/2024 | 0,39% | 2,61 CHF | 2,62 CHF | 290 000 | 290 000 | 99 676 | 99 676 | 259 632 CHF | 260 630 CHF | 99,68% | 99,68% |
02/08/2024 | 0,37% | 2,67 CHF | 2,68 CHF | 290 000 | 290 000 | 96 374 | 96 374 | 263 376 CHF | 264 341 CHF | 99,72% | 99,72% |
30/07/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 270 000 | 270 000 | 93 667 | 93 667 | 274 547 CHF | 275 485 CHF | 100,00% | 100,00% |