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 | 0,43% | 3,96 CHF | 3,97 CHF | 65 000 | 65 000 | 28 835 | 28 835 | 106 645 CHF | 107 029 CHF | 99,87% | 99,87% |
14/08/2024 | 0,48% | 3,48 CHF | 3,49 CHF | 69 000 | 69 000 | 29 041 | 29 041 | 96 400 CHF | 96 786 CHF | 99,30% | 99,30% |
13/08/2024 | 0,51% | 3,15 CHF | 3,16 CHF | 72 000 | 72 000 | 30 736 | 30 736 | 94 341 CHF | 94 746 CHF | 99,95% | 99,95% |
12/08/2024 | 0,54% | 3,09 CHF | 3,10 CHF | 72 000 | 72 000 | 31 227 | 31 227 | 91 518 CHF | 91 930 CHF | 99,03% | 99,03% |
09/08/2024 | 0,55% | 2,90 CHF | 2,91 CHF | 74 000 | 74 000 | 31 235 | 31 235 | 88 039 CHF | 88 455 CHF | 97,86% | 97,86% |
08/08/2024 | 0,66% | 2,59 CHF | 2,60 CHF | 77 000 | 77 000 | 32 966 | 32 966 | 80 343 CHF | 80 777 CHF | 99,71% | 99,71% |
07/08/2024 | 0,60% | 2,64 CHF | 2,65 CHF | 76 000 | 76 000 | 33 008 | 33 008 | 87 588 CHF | 88 026 CHF | 96,16% | 96,16% |
06/08/2024 | 0,64% | 2,38 CHF | 2,39 CHF | 79 000 | 79 000 | 32 350 | 32 350 | 81 699 CHF | 82 134 CHF | 99,27% | 99,27% |
02/08/2024 | 0,59% | 2,93 CHF | 2,94 CHF | 74 000 | 74 000 | 29 510 | 29 510 | 92 378 CHF | 92 834 CHF | 99,28% | 99,28% |
30/07/2024 | 0,37% | 3,91 CHF | 3,92 CHF | 65 000 | 65 000 | 26 941 | 26 941 | 112 156 CHF | 112 511 CHF | 99,87% | 99,87% |