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 | 0,35% | 3,06 CHF | 3,07 CHF | 158 000 | 158 000 | 70 099 | 70 099 | 206 949 CHF | 207 651 CHF | 99,87% | 99,87% |
14/08/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 166 000 | 166 000 | 69 066 | 69 066 | 195 305 CHF | 195 998 CHF | 99,68% | 99,68% |
13/08/2024 | 0,37% | 2,78 CHF | 2,79 CHF | 166 000 | 166 000 | 72 637 | 72 637 | 199 920 CHF | 200 648 CHF | 99,46% | 99,46% |
12/08/2024 | 0,39% | 2,71 CHF | 2,72 CHF | 168 000 | 168 000 | 74 026 | 74 026 | 195 182 CHF | 195 925 CHF | 99,00% | 99,00% |
09/08/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 174 000 | 174 000 | 74 387 | 74 387 | 193 644 CHF | 194 390 CHF | 97,57% | 97,57% |
08/08/2024 | 0,43% | 2,54 CHF | 2,55 CHF | 172 000 | 172 000 | 76 854 | 76 854 | 186 196 CHF | 186 966 CHF | 99,86% | 99,86% |
07/08/2024 | 0,41% | 2,60 CHF | 2,61 CHF | 172 000 | 172 000 | 76 669 | 76 669 | 193 215 CHF | 193 983 CHF | 97,47% | 97,47% |
06/08/2024 | 0,44% | 2,41 CHF | 2,42 CHF | 178 000 | 178 000 | 73 955 | 73 955 | 186 735 CHF | 187 525 CHF | 99,14% | 99,14% |
02/08/2024 | 0,43% | 2,62 CHF | 2,63 CHF | 172 000 | 172 000 | 73 302 | 73 302 | 186 036 CHF | 186 791 CHF | 95,98% | 95,98% |
30/07/2024 | 0,35% | 2,74 CHF | 2,75 CHF | 166 000 | 166 000 | 70 238 | 70 238 | 202 527 CHF | 203 230 CHF | 100,00% | 100,00% |