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 | 0,76% | 3,14 CHF | 3,15 CHF | 88 000 | 88 000 | 35 133 | 35 133 | 109 384 CHF | 109 991 CHF | 99,89% | 99,89% |
14/08/2024 | 0,79% | 3,05 CHF | 3,06 CHF | 90 000 | 90 000 | 34 951 | 34 951 | 104 581 CHF | 105 177 CHF | 99,69% | 99,69% |
13/08/2024 | 0,88% | 2,77 CHF | 2,78 CHF | 96 000 | 96 000 | 38 634 | 38 634 | 103 438 CHF | 104 108 CHF | 99,98% | 99,98% |
12/08/2024 | 0,88% | 2,69 CHF | 2,70 CHF | 96 000 | 96 000 | 38 685 | 38 685 | 102 849 CHF | 103 519 CHF | 99,02% | 99,02% |
09/08/2024 | 0,87% | 2,65 CHF | 2,66 CHF | 98 000 | 98 000 | 38 655 | 38 655 | 102 774 CHF | 103 439 CHF | 98,28% | 98,28% |
08/08/2024 | 0,70% | 2,47 CHF | 2,48 CHF | 100 000 | 100 000 | 41 112 | 41 112 | 94 042 CHF | 94 566 CHF | 99,86% | 99,86% |
07/08/2024 | 0,70% | 2,30 CHF | 2,31 CHF | 104 000 | 104 000 | 40 495 | 40 495 | 99 425 CHF | 99 989 CHF | 98,97% | 98,97% |
06/08/2024 | 0,74% | 2,44 CHF | 2,45 CHF | 102 000 | 102 000 | 38 801 | 38 801 | 93 404 CHF | 93 920 CHF | 99,13% | 99,13% |
02/08/2024 | 1,04% | 2,36 CHF | 2,37 CHF | 104 000 | 104 000 | 39 943 | 39 943 | 97 060 CHF | 97 802 CHF | 99,27% | 99,27% |
30/07/2024 | 0,64% | 3,37 CHF | 3,38 CHF | 84 000 | 84 000 | 31 980 | 31 980 | 114 369 CHF | 114 914 CHF | 99,88% | 99,88% |