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 | 0,39% | 3,94 CHF | 3,95 CHF | 93 000 | 93 000 | 41 821 | 41 821 | 166 198 CHF | 166 743 CHF | 99,87% | 99,87% |
14/08/2024 | 0,41% | 3,94 CHF | 3,95 CHF | 93 000 | 93 000 | 42 508 | 42 508 | 162 422 CHF | 162 975 CHF | 99,15% | 99,15% |
13/08/2024 | 0,43% | 3,67 CHF | 3,68 CHF | 96 000 | 96 000 | 43 528 | 43 528 | 158 883 CHF | 159 452 CHF | 99,91% | 99,91% |
12/08/2024 | 0,43% | 3,61 CHF | 3,62 CHF | 97 000 | 97 000 | 42 964 | 42 964 | 157 350 CHF | 157 910 CHF | 98,70% | 98,70% |
09/08/2024 | 0,70% | 3,65 CHF | 3,66 CHF | 97 000 | 97 000 | 33 030 | 33 030 | 115 552 CHF | 116 072 CHF | 99,42% | 99,42% |
08/08/2024 | 0,77% | 3,08 CHF | 3,09 CHF | 104 000 | 104 000 | 47 012 | 47 012 | 141 654 CHF | 142 416 CHF | 98,35% | 98,35% |
07/08/2024 | 0,87% | 2,58 CHF | 2,59 CHF | 112 000 | 112 000 | 49 384 | 49 384 | 130 986 CHF | 131 887 CHF | 99,88% | 99,88% |
06/08/2024 | 1,02% | 2,73 CHF | 2,74 CHF | 111 000 | 111 000 | 51 759 | 51 759 | 138 549 CHF | 139 582 CHF | 92,28% | 99,91% |
02/08/2024 | 0,79% | 2,73 CHF | 2,74 CHF | 110 000 | 110 000 | 48 156 | 48 156 | 138 854 CHF | 139 725 CHF | 99,80% | 99,80% |
30/07/2024 | 0,78% | 2,68 CHF | 2,69 CHF | 109 000 | 109 000 | 46 839 | 46 839 | 138 547 CHF | 139 395 CHF | 99,77% | 99,77% |