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 | 0,34% | 3,22 CHF | 3,23 CHF | 194 000 | 194 000 | 87 333 | 87 333 | 268 283 CHF | 269 158 CHF | 99,88% | 99,88% |
14/08/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 200 000 | 200 000 | 87 114 | 87 114 | 254 136 CHF | 255 009 CHF | 99,70% | 99,70% |
13/08/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 200 000 | 200 000 | 89 455 | 89 455 | 251 078 CHF | 251 975 CHF | 100,00% | 100,00% |
12/08/2024 | 0,36% | 2,83 CHF | 2,84 CHF | 200 000 | 200 000 | 89 347 | 89 347 | 252 186 CHF | 253 083 CHF | 98,97% | 98,97% |
09/08/2024 | 0,37% | 2,79 CHF | 2,80 CHF | 200 000 | 200 000 | 89 585 | 89 585 | 247 867 CHF | 248 765 CHF | 98,33% | 98,33% |
08/08/2024 | 0,39% | 2,67 CHF | 2,68 CHF | 220 000 | 220 000 | 97 453 | 97 453 | 256 396 CHF | 257 373 CHF | 99,89% | 99,89% |
07/08/2024 | 0,38% | 2,77 CHF | 2,78 CHF | 200 000 | 200 000 | 94 390 | 94 390 | 254 866 CHF | 255 811 CHF | 99,74% | 99,74% |
06/08/2024 | 0,45% | 2,55 CHF | 2,56 CHF | 220 000 | 220 000 | 96 634 | 96 634 | 242 183 CHF | 243 219 CHF | 99,79% | 99,79% |
02/08/2024 | 0,68% | 2,65 CHF | 2,66 CHF | 220 000 | 220 000 | 68 967 | 68 967 | 185 119 CHF | 186 039 CHF | 99,55% | 99,55% |
30/07/2024 | 0,28% | 3,50 CHF | 3,51 CHF | 186 000 | 186 000 | 82 435 | 82 435 | 296 819 CHF | 297 645 CHF | 99,98% | 99,98% |