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% | 2,63 CHF | 2,64 CHF | 92 000 | 92 000 | 94 627 | 94 627 | 246 665 CHF | 247 611 CHF | 100,00% | 100,00% |
14/08/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 246 971 CHF | 247 931 CHF | 99,27% | 99,27% |
13/08/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 243 824 CHF | 244 784 CHF | 100,00% | 100,00% |
12/08/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 96 000 | 96 000 | 95 946 | 95 946 | 243 784 CHF | 244 744 CHF | 99,24% | 99,24% |
09/08/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 242 093 CHF | 243 053 CHF | 100,00% | 100,00% |
08/08/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 96 000 | 96 000 | 97 850 | 97 850 | 243 807 CHF | 244 785 CHF | 99,97% | 99,97% |
07/08/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 96 000 | 96 000 | 96 168 | 96 168 | 242 686 CHF | 243 648 CHF | 99,99% | 99,99% |
06/08/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 242 487 CHF | 243 487 CHF | 99,85% | 99,85% |
02/08/2024 | 0,39% | 2,46 CHF | 2,47 CHF | 100 000 | 100 000 | 96 358 | 96 358 | 243 612 CHF | 244 576 CHF | 99,40% | 99,40% |
30/07/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 88 000 | 88 000 | 90 599 | 90 599 | 248 389 CHF | 249 295 CHF | 100,00% | 100,00% |