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 | 0,90% | 2,65 CHF | 2,66 CHF | 230 000 | 230 000 | 77 440 | 77 440 | 205 350 CHF | 206 557 CHF | 99,49% | 99,49% |
14/08/2024 | 0,68% | 2,32 CHF | 2,33 CHF | 260 000 | 260 000 | 114 945 | 114 945 | 266 017 CHF | 267 516 CHF | 99,55% | 99,55% |
13/08/2024 | 0,68% | 2,30 CHF | 2,31 CHF | 260 000 | 260 000 | 116 513 | 116 513 | 266 941 CHF | 268 452 CHF | 99,50% | 99,50% |
12/08/2024 | 0,66% | 2,33 CHF | 2,34 CHF | 250 000 | 250 000 | 112 012 | 112 012 | 262 251 CHF | 263 713 CHF | 99,16% | 99,16% |
09/08/2024 | 0,66% | 2,32 CHF | 2,33 CHF | 250 000 | 250 000 | 110 942 | 110 942 | 262 393 CHF | 263 845 CHF | 98,37% | 98,37% |
08/08/2024 | 0,67% | 2,39 CHF | 2,40 CHF | 250 000 | 250 000 | 112 614 | 112 614 | 262 601 CHF | 264 074 CHF | 99,96% | 99,96% |
07/08/2024 | 0,67% | 2,37 CHF | 2,38 CHF | 250 000 | 250 000 | 114 477 | 114 477 | 267 623 CHF | 269 114 CHF | 99,19% | 99,19% |
06/08/2024 | 0,74% | 2,30 CHF | 2,31 CHF | 260 000 | 260 000 | 116 023 | 116 023 | 263 953 CHF | 265 543 CHF | 99,93% | 99,93% |
02/08/2024 | 0,68% | 2,42 CHF | 2,43 CHF | 250 000 | 250 000 | 101 190 | 101 190 | 251 291 CHF | 252 684 CHF | 99,94% | 99,94% |
30/07/2024 | 0,59% | 2,64 CHF | 2,65 CHF | 230 000 | 230 000 | 103 878 | 103 878 | 273 118 CHF | 274 470 CHF | 99,90% | 99,90% |