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 | 0,29% | 3,67 CHF | 3,68 CHF | 75 000 | 75 000 | 77 342 | 77 342 | 269 130 CHF | 269 904 CHF | 99,97% | 99,97% |
14/08/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 79 000 | 79 000 | 79 349 | 79 349 | 262 733 CHF | 263 527 CHF | 99,70% | 99,70% |
13/08/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 80 000 | 80 000 | 80 466 | 80 466 | 259 099 CHF | 259 904 CHF | 99,99% | 99,99% |
12/08/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 80 000 | 80 000 | 79 999 | 79 999 | 258 966 CHF | 259 766 CHF | 99,06% | 99,06% |
09/08/2024 | 0,31% | 3,18 CHF | 3,19 CHF | 81 000 | 81 000 | 80 301 | 80 301 | 261 394 CHF | 262 197 CHF | 99,82% | 99,82% |
08/08/2024 | 0,32% | 3,23 CHF | 3,24 CHF | 81 000 | 81 000 | 81 981 | 81 981 | 256 649 CHF | 257 469 CHF | 99,82% | 99,82% |
07/08/2024 | 0,31% | 3,31 CHF | 3,32 CHF | 80 000 | 80 000 | 80 292 | 80 292 | 262 546 CHF | 263 349 CHF | 95,82% | 99,66% |
06/08/2024 | 0,33% | 3,10 CHF | 3,11 CHF | 83 000 | 83 000 | 83 795 | 83 795 | 251 612 CHF | 252 450 CHF | 99,61% | 99,61% |
02/08/2024 | 0,35% | 2,72 CHF | 2,73 CHF | 87 000 | 87 000 | 82 492 | 82 492 | 245 295 CHF | 246 122 CHF | 99,25% | 99,25% |
30/07/2024 | 0,28% | 3,44 CHF | 3,45 CHF | 78 000 | 78 000 | 76 131 | 76 131 | 275 283 CHF | 276 045 CHF | 100,00% | 100,00% |