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 | 0,51% | 3,52 CHF | 3,53 CHF | 95 000 | 95 000 | 41 033 | 41 033 | 145 359 CHF | 145 984 CHF | 99,88% | 99,88% |
14/08/2024 | 0,53% | 3,48 CHF | 3,49 CHF | 95 000 | 95 000 | 42 620 | 42 620 | 145 288 CHF | 145 934 CHF | 99,63% | 99,63% |
13/08/2024 | 0,55% | 3,42 CHF | 3,43 CHF | 95 000 | 95 000 | 43 119 | 43 119 | 142 895 CHF | 143 550 CHF | 99,98% | 99,98% |
12/08/2024 | 0,54% | 3,27 CHF | 3,28 CHF | 95 000 | 95 000 | 42 497 | 42 497 | 142 215 CHF | 142 861 CHF | 99,13% | 99,13% |
09/08/2024 | 0,56% | 3,28 CHF | 3,29 CHF | 95 000 | 95 000 | 42 601 | 42 601 | 137 688 CHF | 138 326 CHF | 99,79% | 99,79% |
08/08/2024 | 0,57% | 3,00 CHF | 3,01 CHF | 100 000 | 100 000 | 47 851 | 47 851 | 133 871 CHF | 134 499 CHF | 99,48% | 99,48% |
07/08/2024 | 0,57% | 2,98 CHF | 2,99 CHF | 105 000 | 105 000 | 47 931 | 47 931 | 134 562 CHF | 135 192 CHF | 99,54% | 99,54% |
06/08/2024 | 0,98% | 2,71 CHF | 2,72 CHF | 110 000 | 110 000 | 36 777 | 36 777 | 97 056 CHF | 97 660 CHF | 98,38% | 98,38% |
02/08/2024 | 0,64% | 2,25 CHF | 2,26 CHF | 120 000 | 120 000 | 49 435 | 49 435 | 117 631 CHF | 118 288 CHF | 93,46% | 98,10% |
30/07/2024 | 0,54% | 2,79 CHF | 2,80 CHF | 105 000 | 105 000 | 47 349 | 47 349 | 135 456 CHF | 136 074 CHF | 99,90% | 99,90% |