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 | 0,37% | 2,71 CHF | 2,72 CHF | 48 000 | 48 000 | 26 854 | 26 854 | 73 014 CHF | 73 283 CHF | 99,88% | 99,88% |
14/08/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 48 000 | 48 000 | 26 770 | 26 770 | 71 777 CHF | 72 046 CHF | 99,14% | 99,14% |
13/08/2024 | 0,58% | 2,72 CHF | 2,73 CHF | 48 000 | 48 000 | 18 687 | 18 687 | 50 119 CHF | 50 359 CHF | 99,52% | 99,52% |
12/08/2024 | 0,50% | 2,63 CHF | 2,64 CHF | 48 000 | 48 000 | 22 429 | 22 429 | 55 927 CHF | 56 168 CHF | 98,38% | 98,38% |
09/08/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 52 000 | 52 000 | 28 479 | 28 479 | 66 338 CHF | 66 623 CHF | 98,39% | 98,39% |
08/08/2024 | 0,46% | 2,27 CHF | 2,28 CHF | 52 000 | 52 000 | 30 084 | 30 084 | 67 496 CHF | 67 798 CHF | 99,96% | 99,96% |
07/08/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 52 000 | 52 000 | 28 829 | 28 829 | 67 472 CHF | 67 761 CHF | 99,08% | 99,08% |
06/08/2024 | 0,51% | 2,27 CHF | 2,28 CHF | 56 000 | 56 000 | 29 992 | 29 992 | 68 052 CHF | 68 377 CHF | 99,95% | 99,95% |
02/08/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 52 000 | 52 000 | 27 098 | 27 098 | 68 780 CHF | 69 061 CHF | 99,86% | 99,86% |
30/07/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 52 000 | 52 000 | 28 153 | 28 153 | 71 377 CHF | 71 659 CHF | 99,89% | 99,89% |