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% | 3,39 CHF | 3,40 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 127 200 CHF | 484 586 CHF | 98,60% | 98,60% |
14/08/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 099 300 CHF | 472 629 CHF | 99,21% | 99,21% |
13/08/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 068 520 CHF | 459 437 CHF | 99,21% | 99,21% |
12/08/2024 | 0,33% | 3,07 CHF | 3,08 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 074 870 CHF | 462 159 CHF | 99,12% | 99,12% |
09/08/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 055 700 CHF | 453 941 CHF | 99,16% | 99,16% |
08/08/2024 | 0,35% | 2,94 CHF | 2,95 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 011 030 CHF | 434 799 CHF | 99,10% | 99,10% |
07/08/2024 | 0,34% | 3,02 CHF | 3,03 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 029 750 CHF | 442 821 CHF | 94,17% | 94,17% |
06/08/2024 | 0,36% | 2,83 CHF | 2,84 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 983 426 CHF | 422 968 CHF | 99,04% | 99,04% |
02/08/2024 | 0,33% | 2,92 CHF | 2,93 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 067 720 CHF | 459 092 CHF | 98,97% | 98,97% |
30/07/2024 | 0,27% | 3,62 CHF | 3,63 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 296 460 CHF | 557 128 CHF | 98,32% | 98,32% |