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% | 3,55 CHF | 3,56 CHF | 194 000 | 194 000 | 87 326 | 87 326 | 296 950 CHF | 297 826 CHF | 99,88% | 99,88% |
14/08/2024 | 0,31% | 3,23 CHF | 3,24 CHF | 200 000 | 200 000 | 87 110 | 87 110 | 282 524 CHF | 283 397 CHF | 99,70% | 99,70% |
13/08/2024 | 0,33% | 3,13 CHF | 3,14 CHF | 200 000 | 200 000 | 89 455 | 89 455 | 280 345 CHF | 281 241 CHF | 100,00% | 100,00% |
12/08/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 200 000 | 200 000 | 89 351 | 89 351 | 281 516 CHF | 282 412 CHF | 99,02% | 99,02% |
09/08/2024 | 0,33% | 3,12 CHF | 3,13 CHF | 200 000 | 200 000 | 89 631 | 89 631 | 277 223 CHF | 278 122 CHF | 98,13% | 98,13% |
08/08/2024 | 0,35% | 3,00 CHF | 3,01 CHF | 220 000 | 220 000 | 97 455 | 97 455 | 288 113 CHF | 289 089 CHF | 99,89% | 99,89% |
07/08/2024 | 0,34% | 3,09 CHF | 3,10 CHF | 200 000 | 200 000 | 94 376 | 94 376 | 285 514 CHF | 286 459 CHF | 99,67% | 99,67% |
06/08/2024 | 0,40% | 2,87 CHF | 2,88 CHF | 220 000 | 220 000 | 96 556 | 96 556 | 273 053 CHF | 274 088 CHF | 99,73% | 99,73% |
02/08/2024 | 0,61% | 2,98 CHF | 2,99 CHF | 220 000 | 220 000 | 68 857 | 68 857 | 207 249 CHF | 208 168 CHF | 99,64% | 99,64% |
30/07/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 186 000 | 186 000 | 82 416 | 82 416 | 324 234 CHF | 325 060 CHF | 99,97% | 99,97% |