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 | 0,25% | 4,33 CHF | 4,34 CHF | 194 000 | 194 000 | 87 332 | 87 332 | 365 216 CHF | 366 092 CHF | 99,89% | 99,89% |
14/08/2024 | 0,25% | 4,00 CHF | 4,01 CHF | 200 000 | 200 000 | 87 120 | 87 120 | 350 182 CHF | 351 056 CHF | 99,71% | 99,71% |
13/08/2024 | 0,26% | 3,91 CHF | 3,92 CHF | 200 000 | 200 000 | 89 447 | 89 447 | 349 970 CHF | 350 867 CHF | 99,99% | 99,99% |
12/08/2024 | 0,26% | 3,94 CHF | 3,95 CHF | 200 000 | 200 000 | 89 363 | 89 363 | 351 334 CHF | 352 231 CHF | 99,02% | 99,02% |
09/08/2024 | 0,26% | 3,90 CHF | 3,91 CHF | 200 000 | 200 000 | 89 596 | 89 596 | 346 717 CHF | 347 615 CHF | 98,35% | 98,35% |
08/08/2024 | 0,27% | 3,77 CHF | 3,78 CHF | 220 000 | 220 000 | 97 479 | 97 479 | 363 659 CHF | 364 636 CHF | 99,91% | 99,91% |
07/08/2024 | 0,27% | 3,87 CHF | 3,88 CHF | 200 000 | 200 000 | 94 328 | 94 328 | 358 345 CHF | 359 290 CHF | 99,91% | 99,91% |
06/08/2024 | 0,32% | 3,63 CHF | 3,64 CHF | 220 000 | 220 000 | 96 402 | 96 402 | 346 521 CHF | 347 555 CHF | 99,63% | 99,63% |
02/08/2024 | 0,49% | 3,75 CHF | 3,76 CHF | 220 000 | 220 000 | 68 628 | 68 628 | 259 810 CHF | 260 727 CHF | 99,47% | 99,47% |
30/07/2024 | 0,22% | 4,63 CHF | 4,64 CHF | 186 000 | 186 000 | 82 370 | 82 370 | 389 221 CHF | 390 046 CHF | 99,92% | 99,92% |