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 | 0,50% | 3,61 CHF | 3,62 CHF | 95 000 | 95 000 | 41 034 | 41 034 | 149 144 CHF | 149 769 CHF | 99,88% | 99,88% |
14/08/2024 | 0,52% | 3,57 CHF | 3,58 CHF | 95 000 | 95 000 | 42 618 | 42 618 | 149 245 CHF | 149 891 CHF | 99,64% | 99,64% |
13/08/2024 | 0,54% | 3,52 CHF | 3,53 CHF | 95 000 | 95 000 | 43 115 | 43 115 | 146 832 CHF | 147 488 CHF | 99,98% | 99,98% |
12/08/2024 | 0,52% | 3,36 CHF | 3,37 CHF | 95 000 | 95 000 | 42 495 | 42 495 | 146 126 CHF | 146 772 CHF | 99,14% | 99,14% |
09/08/2024 | 0,54% | 3,37 CHF | 3,38 CHF | 95 000 | 95 000 | 42 607 | 42 607 | 141 618 CHF | 142 256 CHF | 99,80% | 99,80% |
08/08/2024 | 0,55% | 3,09 CHF | 3,10 CHF | 100 000 | 100 000 | 47 877 | 47 877 | 138 307 CHF | 138 935 CHF | 99,53% | 99,53% |
07/08/2024 | 0,55% | 3,07 CHF | 3,08 CHF | 105 000 | 105 000 | 47 914 | 47 914 | 138 970 CHF | 139 600 CHF | 99,49% | 99,49% |
06/08/2024 | 0,94% | 2,80 CHF | 2,81 CHF | 110 000 | 110 000 | 36 778 | 36 778 | 100 391 CHF | 100 995 CHF | 98,38% | 98,38% |
02/08/2024 | 0,61% | 2,34 CHF | 2,35 CHF | 120 000 | 120 000 | 52 723 | 52 723 | 129 399 CHF | 130 081 CHF | 98,02% | 98,02% |
30/07/2024 | 0,52% | 2,88 CHF | 2,89 CHF | 105 000 | 105 000 | 47 329 | 47 329 | 139 831 CHF | 140 449 CHF | 99,86% | 99,86% |