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 | 0,36% | 2,83 CHF | 2,84 CHF | 48 000 | 48 000 | 26 854 | 26 854 | 76 242 CHF | 76 511 CHF | 99,88% | 99,88% |
14/08/2024 | 0,37% | 2,77 CHF | 2,78 CHF | 48 000 | 48 000 | 26 770 | 26 770 | 74 981 CHF | 75 250 CHF | 99,14% | 99,14% |
13/08/2024 | 0,56% | 2,84 CHF | 2,85 CHF | 48 000 | 48 000 | 18 685 | 18 685 | 52 356 CHF | 52 596 CHF | 99,52% | 99,52% |
12/08/2024 | 0,48% | 2,75 CHF | 2,76 CHF | 48 000 | 48 000 | 22 428 | 22 428 | 58 621 CHF | 58 863 CHF | 98,38% | 98,38% |
09/08/2024 | 0,42% | 2,44 CHF | 2,45 CHF | 52 000 | 52 000 | 28 479 | 28 479 | 69 752 CHF | 70 037 CHF | 98,39% | 98,39% |
08/08/2024 | 0,43% | 2,39 CHF | 2,40 CHF | 52 000 | 52 000 | 30 084 | 30 084 | 71 078 CHF | 71 379 CHF | 99,96% | 99,96% |
07/08/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 52 000 | 52 000 | 28 828 | 28 828 | 70 911 CHF | 71 200 CHF | 99,08% | 99,08% |
06/08/2024 | 0,48% | 2,39 CHF | 2,40 CHF | 56 000 | 56 000 | 30 002 | 30 002 | 71 622 CHF | 71 947 CHF | 99,99% | 99,99% |
02/08/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 52 000 | 52 000 | 27 095 | 27 095 | 72 026 CHF | 72 306 CHF | 99,85% | 99,85% |
30/07/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 52 000 | 52 000 | 28 154 | 28 154 | 74 783 CHF | 75 065 CHF | 99,90% | 99,90% |