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% | 2,61 CHF | 2,62 CHF | 44 500 | 44 500 | 44 476 | 44 476 | 108 700 CHF | 109 145 CHF | 99,99% | 99,99% |
14/08/2024 | 0,43% | 2,37 CHF | 2,38 CHF | 47 300 | 47 300 | 47 300 | 47 300 | 109 055 CHF | 109 528 CHF | 99,27% | 99,27% |
13/08/2024 | 0,46% | 2,23 CHF | 2,24 CHF | 52 300 | 52 300 | 52 300 | 52 300 | 112 693 CHF | 113 216 CHF | 100,00% | 100,00% |
12/08/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 53 000 | 53 000 | 52 974 | 52 974 | 106 901 CHF | 107 431 CHF | 99,90% | 99,90% |
09/08/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 54 200 | 54 200 | 54 200 | 54 200 | 109 100 CHF | 109 642 CHF | 99,94% | 99,94% |
08/08/2024 | 0,54% | 1,93 CHF | 1,94 CHF | 54 100 | 54 100 | 55 667 | 55 667 | 102 678 CHF | 103 235 CHF | 99,85% | 99,85% |
07/08/2024 | 0,53% | 1,98 CHF | 1,99 CHF | 60 900 | 60 900 | 62 440 | 62 440 | 117 928 CHF | 118 552 CHF | 99,93% | 99,93% |
06/08/2024 | 0,62% | 1,67 CHF | 1,68 CHF | 64 500 | 64 500 | 66 385 | 66 385 | 106 077 CHF | 106 741 CHF | 99,68% | 99,68% |
02/08/2024 | 0,53% | 1,63 CHF | 1,64 CHF | 49 700 | 49 700 | 49 105 | 49 105 | 93 133 CHF | 93 624 CHF | 99,68% | 99,68% |
30/07/2024 | 0,37% | 2,57 CHF | 2,58 CHF | 40 700 | 40 700 | 40 700 | 40 700 | 109 192 CHF | 109 599 CHF | 99,98% | 99,98% |