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 | 0,30% | 3,38 CHF | 3,39 CHF | 500 000 | 500 000 | 300 342 | 300 342 | 1 013 900 CHF | 1 016 910 CHF | 97,09% | 97,09% |
14/08/2024 | 0,30% | 3,30 CHF | 3,31 CHF | 500 000 | 500 000 | 313 824 | 313 824 | 1 031 000 CHF | 1 034 140 CHF | 76,99% | 76,99% |
13/08/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 500 000 | 500 000 | 311 252 | 311 252 | 999 263 CHF | 1 002 380 CHF | 88,15% | 88,15% |
12/08/2024 | 0,31% | 3,18 CHF | 3,19 CHF | 500 000 | 500 000 | 306 556 | 306 556 | 974 125 CHF | 977 190 CHF | 93,99% | 93,99% |
09/08/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 500 000 | 500 000 | 306 869 | 306 869 | 958 695 CHF | 961 764 CHF | 94,72% | 94,72% |
08/08/2024 | 0,33% | 3,09 CHF | 3,10 CHF | 500 000 | 500 000 | 304 394 | 304 394 | 926 275 CHF | 929 319 CHF | 95,14% | 95,14% |
07/08/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 500 000 | 500 000 | 304 624 | 304 624 | 958 351 CHF | 961 397 CHF | 98,90% | 98,90% |
06/08/2024 | 0,33% | 3,07 CHF | 3,08 CHF | 500 000 | 500 000 | 303 493 | 303 493 | 914 232 CHF | 917 267 CHF | 96,99% | 96,99% |
02/08/2024 | 0,31% | 3,14 CHF | 3,15 CHF | 500 000 | 500 000 | 303 514 | 303 514 | 974 726 CHF | 977 762 CHF | 97,59% | 97,59% |
30/07/2024 | 0,28% | 3,52 CHF | 3,53 CHF | 500 000 | 500 000 | 303 928 | 303 928 | 1 092 410 CHF | 1 095 450 CHF | 98,56% | 98,56% |