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 | 0,41% | 2,48 CHF | 2,49 CHF | 92 000 | 92 000 | 94 627 | 94 627 | 232 430 CHF | 233 376 CHF | 100,00% | 100,00% |
14/08/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 232 573 CHF | 233 533 CHF | 99,27% | 99,27% |
13/08/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 229 509 CHF | 230 469 CHF | 99,99% | 99,99% |
12/08/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 96 000 | 96 000 | 95 946 | 95 946 | 229 426 CHF | 230 386 CHF | 99,23% | 99,23% |
09/08/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 227 827 CHF | 228 787 CHF | 100,00% | 100,00% |
08/08/2024 | 0,43% | 2,37 CHF | 2,38 CHF | 96 000 | 96 000 | 97 850 | 97 850 | 229 345 CHF | 230 323 CHF | 99,95% | 99,95% |
07/08/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 96 000 | 96 000 | 96 169 | 96 169 | 228 452 CHF | 229 413 CHF | 99,99% | 99,99% |
06/08/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 227 799 CHF | 228 799 CHF | 99,87% | 99,87% |
02/08/2024 | 0,42% | 2,31 CHF | 2,32 CHF | 100 000 | 100 000 | 96 340 | 96 340 | 229 319 CHF | 230 283 CHF | 98,39% | 98,39% |
30/07/2024 | 0,39% | 2,60 CHF | 2,61 CHF | 88 000 | 88 000 | 90 600 | 90 600 | 234 706 CHF | 235 612 CHF | 100,00% | 100,00% |