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 | 0,36% | 2,84 CHF | 2,85 CHF | 53 000 | 53 000 | 54 493 | 54 493 | 149 415 CHF | 149 960 CHF | 100,00% | 100,00% |
14/08/2024 | 0,38% | 2,68 CHF | 2,69 CHF | 55 000 | 55 000 | 55 886 | 55 886 | 148 263 CHF | 148 822 CHF | 99,69% | 99,69% |
13/08/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 56 000 | 56 000 | 56 826 | 56 826 | 147 369 CHF | 147 938 CHF | 99,74% | 99,74% |
12/08/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 57 000 | 57 000 | 57 022 | 57 022 | 146 786 CHF | 147 356 CHF | 99,03% | 99,03% |
09/08/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 58 000 | 58 000 | 57 542 | 57 542 | 147 251 CHF | 147 826 CHF | 100,00% | 100,00% |
08/08/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 58 000 | 58 000 | 58 555 | 58 555 | 147 459 CHF | 148 044 CHF | 99,99% | 99,99% |
07/08/2024 | 0,40% | 2,57 CHF | 2,58 CHF | 57 000 | 57 000 | 58 203 | 58 203 | 146 802 CHF | 147 384 CHF | 99,97% | 99,97% |
06/08/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 59 000 | 59 000 | 59 000 | 59 000 | 145 316 CHF | 145 906 CHF | 99,98% | 99,98% |
02/08/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 57 000 | 57 000 | 56 081 | 56 081 | 148 799 CHF | 149 360 CHF | 99,97% | 99,97% |
30/07/2024 | 0,37% | 2,75 CHF | 2,76 CHF | 54 000 | 54 000 | 54 786 | 54 786 | 148 690 CHF | 149 238 CHF | 100,00% | 100,00% |