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 | 0,38% | 4,45 CHF | 4,46 CHF | 65 000 | 65 000 | 28 836 | 28 836 | 120 766 CHF | 121 151 CHF | 99,87% | 99,87% |
14/08/2024 | 0,42% | 3,97 CHF | 3,98 CHF | 69 000 | 69 000 | 29 033 | 29 033 | 110 489 CHF | 110 875 CHF | 99,30% | 99,30% |
13/08/2024 | 0,44% | 3,64 CHF | 3,65 CHF | 72 000 | 72 000 | 30 734 | 30 734 | 109 331 CHF | 109 737 CHF | 99,95% | 99,95% |
12/08/2024 | 0,46% | 3,58 CHF | 3,59 CHF | 72 000 | 72 000 | 31 231 | 31 231 | 106 810 CHF | 107 223 CHF | 99,01% | 99,01% |
09/08/2024 | 0,47% | 3,38 CHF | 3,39 CHF | 74 000 | 74 000 | 31 225 | 31 225 | 103 184 CHF | 103 600 CHF | 97,84% | 97,84% |
08/08/2024 | 0,55% | 3,08 CHF | 3,09 CHF | 77 000 | 77 000 | 32 957 | 32 957 | 96 281 CHF | 96 716 CHF | 99,68% | 99,68% |
07/08/2024 | 0,50% | 3,13 CHF | 3,14 CHF | 76 000 | 76 000 | 32 992 | 32 992 | 103 531 CHF | 103 969 CHF | 96,13% | 96,13% |
06/08/2024 | 0,54% | 2,86 CHF | 2,87 CHF | 79 000 | 79 000 | 32 301 | 32 301 | 97 079 CHF | 97 514 CHF | 99,17% | 99,17% |
02/08/2024 | 0,52% | 3,41 CHF | 3,42 CHF | 74 000 | 74 000 | 29 523 | 29 523 | 106 761 CHF | 107 217 CHF | 99,35% | 99,35% |
30/07/2024 | 0,33% | 4,41 CHF | 4,42 CHF | 65 000 | 65 000 | 26 943 | 26 943 | 125 555 CHF | 125 910 CHF | 99,88% | 99,88% |