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 | 0,28% | 3,65 CHF | 3,66 CHF | 142 000 | 142 000 | 78 677 | 78 677 | 286 901 CHF | 287 690 CHF | 97,88% | 97,88% |
14/08/2024 | 0,28% | 3,53 CHF | 3,54 CHF | 144 000 | 144 000 | 78 488 | 78 488 | 287 118 CHF | 287 905 CHF | 99,13% | 99,13% |
13/08/2024 | 0,27% | 3,79 CHF | 3,80 CHF | 140 000 | 140 000 | 77 144 | 77 144 | 290 563 CHF | 291 336 CHF | 100,00% | 100,00% |
12/08/2024 | 0,27% | 3,78 CHF | 3,79 CHF | 140 000 | 140 000 | 77 068 | 77 068 | 292 117 CHF | 292 890 CHF | 99,15% | 99,15% |
09/08/2024 | 0,28% | 3,61 CHF | 3,62 CHF | 144 000 | 144 000 | 77 306 | 77 306 | 283 641 CHF | 284 418 CHF | 99,41% | 99,41% |
08/08/2024 | 0,28% | 3,72 CHF | 3,73 CHF | 140 000 | 140 000 | 78 797 | 78 797 | 285 723 CHF | 286 512 CHF | 99,89% | 99,89% |
07/08/2024 | 0,28% | 3,68 CHF | 3,69 CHF | 142 000 | 142 000 | 77 780 | 77 780 | 285 218 CHF | 285 997 CHF | 99,53% | 99,53% |
06/08/2024 | 0,32% | 3,52 CHF | 3,53 CHF | 146 000 | 146 000 | 80 464 | 80 464 | 284 863 CHF | 285 745 CHF | 99,26% | 99,26% |
02/08/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 140 000 | 140 000 | 75 773 | 75 773 | 298 565 CHF | 299 327 CHF | 98,16% | 98,16% |
30/07/2024 | 0,25% | 4,11 CHF | 4,12 CHF | 132 000 | 132 000 | 72 700 | 72 700 | 302 258 CHF | 302 986 CHF | 99,74% | 99,74% |