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 | 0,24% | 4,44 CHF | 4,45 CHF | 194 000 | 194 000 | 87 337 | 87 337 | 374 190 CHF | 375 066 CHF | 99,88% | 99,88% |
14/08/2024 | 0,25% | 4,11 CHF | 4,12 CHF | 200 000 | 200 000 | 87 116 | 87 116 | 359 022 CHF | 359 895 CHF | 99,72% | 99,72% |
13/08/2024 | 0,25% | 4,01 CHF | 4,02 CHF | 200 000 | 200 000 | 89 448 | 89 448 | 359 046 CHF | 359 942 CHF | 99,99% | 99,99% |
12/08/2024 | 0,25% | 4,04 CHF | 4,05 CHF | 200 000 | 200 000 | 89 328 | 89 328 | 360 283 CHF | 361 180 CHF | 99,07% | 99,07% |
09/08/2024 | 0,26% | 4,00 CHF | 4,01 CHF | 200 000 | 200 000 | 89 605 | 89 605 | 355 784 CHF | 356 683 CHF | 98,26% | 98,26% |
08/08/2024 | 0,27% | 3,87 CHF | 3,88 CHF | 220 000 | 220 000 | 97 482 | 97 482 | 373 416 CHF | 374 393 CHF | 99,91% | 99,91% |
07/08/2024 | 0,26% | 3,97 CHF | 3,98 CHF | 200 000 | 200 000 | 94 372 | 94 372 | 368 037 CHF | 368 982 CHF | 99,67% | 99,67% |
06/08/2024 | 0,31% | 3,73 CHF | 3,74 CHF | 220 000 | 220 000 | 96 499 | 96 499 | 356 417 CHF | 357 452 CHF | 99,69% | 99,69% |
02/08/2024 | 0,48% | 3,85 CHF | 3,86 CHF | 220 000 | 220 000 | 68 832 | 68 832 | 267 460 CHF | 268 378 CHF | 99,57% | 99,57% |
30/07/2024 | 0,21% | 4,73 CHF | 4,74 CHF | 186 000 | 186 000 | 82 444 | 82 444 | 398 288 CHF | 399 114 CHF | 99,98% | 99,98% |