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 | 0,40% | 2,60 CHF | 2,61 CHF | 53 000 | 53 000 | 54 493 | 54 493 | 136 585 CHF | 137 130 CHF | 100,00% | 100,00% |
14/08/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 55 000 | 55 000 | 55 886 | 55 886 | 135 193 CHF | 135 752 CHF | 99,68% | 99,68% |
13/08/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 56 000 | 56 000 | 56 826 | 56 826 | 134 092 CHF | 134 660 CHF | 99,72% | 99,72% |
12/08/2024 | 0,43% | 2,36 CHF | 2,37 CHF | 57 000 | 57 000 | 57 022 | 57 022 | 133 507 CHF | 134 077 CHF | 99,00% | 99,00% |
09/08/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 58 000 | 58 000 | 57 542 | 57 542 | 133 856 CHF | 134 431 CHF | 100,00% | 100,00% |
08/08/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 58 000 | 58 000 | 58 555 | 58 555 | 133 938 CHF | 134 524 CHF | 99,99% | 99,99% |
07/08/2024 | 0,44% | 2,34 CHF | 2,35 CHF | 57 000 | 57 000 | 58 203 | 58 203 | 133 334 CHF | 133 916 CHF | 99,97% | 99,97% |
06/08/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 59 000 | 59 000 | 59 000 | 59 000 | 131 800 CHF | 132 390 CHF | 99,97% | 99,97% |
02/08/2024 | 0,41% | 2,38 CHF | 2,39 CHF | 57 000 | 57 000 | 56 081 | 56 081 | 135 836 CHF | 136 397 CHF | 99,94% | 99,94% |
30/07/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 54 000 | 54 000 | 54 786 | 54 786 | 135 758 CHF | 136 306 CHF | 99,99% | 99,99% |