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% | 3,21 CHF | 3,22 CHF | 500 000 | 500 000 | 300 332 | 300 332 | 960 748 CHF | 963 751 CHF | 97,10% | 97,10% |
14/08/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 500 000 | 500 000 | 312 826 | 312 826 | 972 729 CHF | 975 857 CHF | 76,57% | 76,57% |
13/08/2024 | 0,33% | 3,09 CHF | 3,10 CHF | 500 000 | 500 000 | 311 271 | 311 271 | 944 544 CHF | 947 657 CHF | 88,13% | 88,13% |
12/08/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 500 000 | 500 000 | 307 334 | 307 334 | 922 337 CHF | 925 410 CHF | 94,36% | 94,36% |
09/08/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 500 000 | 500 000 | 306 492 | 306 492 | 903 721 CHF | 906 786 CHF | 94,32% | 94,32% |
08/08/2024 | 0,35% | 2,91 CHF | 2,92 CHF | 500 000 | 500 000 | 304 525 | 304 525 | 873 598 CHF | 876 643 CHF | 95,56% | 95,56% |
07/08/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 500 000 | 500 000 | 303 237 | 303 237 | 900 860 CHF | 903 892 CHF | 98,25% | 98,25% |
06/08/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 500 000 | 500 000 | 302 093 | 302 093 | 857 547 CHF | 860 568 CHF | 97,44% | 97,44% |
02/08/2024 | 0,33% | 2,97 CHF | 2,98 CHF | 500 000 | 500 000 | 302 629 | 302 629 | 918 797 CHF | 921 824 CHF | 97,13% | 97,13% |
30/07/2024 | 0,29% | 3,34 CHF | 3,35 CHF | 500 000 | 500 000 | 303 914 | 303 914 | 1 037 830 CHF | 1 040 870 CHF | 98,58% | 98,58% |