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 | 0,38% | 2,76 CHF | 2,77 CHF | 53 000 | 53 000 | 54 493 | 54 493 | 144 961 CHF | 145 506 CHF | 100,00% | 100,00% |
14/08/2024 | 0,39% | 2,60 CHF | 2,61 CHF | 55 000 | 55 000 | 55 886 | 55 886 | 143 735 CHF | 144 294 CHF | 99,69% | 99,69% |
13/08/2024 | 0,40% | 2,58 CHF | 2,59 CHF | 56 000 | 56 000 | 56 826 | 56 826 | 142 762 CHF | 143 330 CHF | 99,73% | 99,73% |
12/08/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 57 000 | 57 000 | 57 016 | 57 016 | 142 149 CHF | 142 720 CHF | 98,99% | 98,99% |
09/08/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 58 000 | 58 000 | 57 542 | 57 542 | 142 606 CHF | 143 181 CHF | 100,00% | 100,00% |
08/08/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 58 000 | 58 000 | 58 555 | 58 555 | 142 758 CHF | 143 344 CHF | 99,97% | 99,97% |
07/08/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 57 000 | 57 000 | 58 202 | 58 202 | 142 121 CHF | 142 703 CHF | 99,98% | 99,98% |
06/08/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 59 000 | 59 000 | 59 000 | 59 000 | 140 611 CHF | 141 201 CHF | 99,99% | 99,99% |
02/08/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 57 000 | 57 000 | 56 081 | 56 081 | 144 295 CHF | 144 856 CHF | 99,97% | 99,97% |
30/07/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 54 000 | 54 000 | 54 786 | 54 786 | 144 173 CHF | 144 721 CHF | 100,00% | 100,00% |