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 | 0,40% | 4,26 CHF | 4,27 CHF | 65 000 | 65 000 | 28 830 | 28 830 | 115 129 CHF | 115 514 CHF | 99,86% | 99,86% |
14/08/2024 | 0,44% | 3,78 CHF | 3,79 CHF | 69 000 | 69 000 | 29 033 | 29 033 | 104 897 CHF | 105 283 CHF | 99,30% | 99,30% |
13/08/2024 | 0,46% | 3,45 CHF | 3,46 CHF | 72 000 | 72 000 | 30 734 | 30 734 | 103 364 CHF | 103 770 CHF | 99,95% | 99,95% |
12/08/2024 | 0,49% | 3,38 CHF | 3,39 CHF | 72 000 | 72 000 | 31 233 | 31 233 | 100 746 CHF | 101 159 CHF | 99,05% | 99,05% |
09/08/2024 | 0,50% | 3,19 CHF | 3,20 CHF | 74 000 | 74 000 | 31 228 | 31 228 | 97 171 CHF | 97 587 CHF | 97,85% | 97,85% |
08/08/2024 | 0,59% | 2,89 CHF | 2,90 CHF | 77 000 | 77 000 | 32 960 | 32 960 | 89 959 CHF | 90 394 CHF | 99,68% | 99,68% |
07/08/2024 | 0,54% | 2,94 CHF | 2,95 CHF | 76 000 | 76 000 | 33 019 | 33 019 | 97 268 CHF | 97 706 CHF | 96,18% | 96,18% |
06/08/2024 | 0,58% | 2,67 CHF | 2,68 CHF | 79 000 | 79 000 | 32 305 | 32 305 | 90 940 CHF | 91 375 CHF | 99,18% | 99,18% |
02/08/2024 | 0,54% | 3,22 CHF | 3,23 CHF | 74 000 | 74 000 | 29 550 | 29 550 | 101 179 CHF | 101 635 CHF | 99,40% | 99,40% |
30/07/2024 | 0,34% | 4,21 CHF | 4,22 CHF | 65 000 | 65 000 | 26 941 | 26 941 | 120 246 CHF | 120 601 CHF | 99,87% | 99,87% |