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% | 2,67 CHF | 2,68 CHF | 53 000 | 53 000 | 54 493 | 54 493 | 140 484 CHF | 141 029 CHF | 100,00% | 100,00% |
14/08/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 55 000 | 55 000 | 55 886 | 55 886 | 139 174 CHF | 139 733 CHF | 99,69% | 99,69% |
13/08/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 56 000 | 56 000 | 56 826 | 56 826 | 138 143 CHF | 138 712 CHF | 99,73% | 99,73% |
12/08/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 57 000 | 57 000 | 57 022 | 57 022 | 137 538 CHF | 138 108 CHF | 99,06% | 99,06% |
09/08/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 58 000 | 58 000 | 57 542 | 57 542 | 137 938 CHF | 138 514 CHF | 99,99% | 99,99% |
08/08/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 58 000 | 58 000 | 58 555 | 58 555 | 138 052 CHF | 138 638 CHF | 99,97% | 99,97% |
07/08/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 57 000 | 57 000 | 58 202 | 58 202 | 137 438 CHF | 138 020 CHF | 99,98% | 99,98% |
06/08/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 59 000 | 59 000 | 59 000 | 59 000 | 135 914 CHF | 136 504 CHF | 99,97% | 99,97% |
02/08/2024 | 0,40% | 2,45 CHF | 2,46 CHF | 57 000 | 57 000 | 56 081 | 56 081 | 139 783 CHF | 140 343 CHF | 99,97% | 99,97% |
30/07/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 54 000 | 54 000 | 54 786 | 54 786 | 139 683 CHF | 140 231 CHF | 100,00% | 100,00% |