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 | 0,40% | 2,50 CHF | 2,51 CHF | 48 000 | 48 000 | 26 852 | 26 852 | 67 466 CHF | 67 735 CHF | 99,87% | 99,87% |
14/08/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 48 000 | 48 000 | 26 768 | 26 768 | 66 299 CHF | 66 568 CHF | 99,13% | 99,13% |
13/08/2024 | 0,63% | 2,51 CHF | 2,52 CHF | 48 000 | 48 000 | 18 689 | 18 689 | 46 278 CHF | 46 519 CHF | 99,51% | 99,51% |
12/08/2024 | 0,54% | 2,42 CHF | 2,43 CHF | 48 000 | 48 000 | 22 430 | 22 430 | 51 295 CHF | 51 537 CHF | 98,34% | 98,34% |
09/08/2024 | 0,48% | 2,12 CHF | 2,13 CHF | 52 000 | 52 000 | 28 477 | 28 477 | 60 497 CHF | 60 782 CHF | 98,38% | 98,38% |
08/08/2024 | 0,50% | 2,07 CHF | 2,08 CHF | 52 000 | 52 000 | 30 074 | 30 074 | 61 324 CHF | 61 626 CHF | 99,92% | 99,92% |
07/08/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 52 000 | 52 000 | 28 823 | 28 823 | 61 562 CHF | 61 851 CHF | 99,06% | 99,06% |
06/08/2024 | 0,56% | 2,07 CHF | 2,08 CHF | 56 000 | 56 000 | 30 001 | 30 001 | 62 006 CHF | 62 330 CHF | 99,98% | 99,98% |
02/08/2024 | 0,45% | 2,16 CHF | 2,17 CHF | 52 000 | 52 000 | 27 105 | 27 105 | 63 231 CHF | 63 512 CHF | 99,93% | 99,93% |
30/07/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 52 000 | 52 000 | 28 153 | 28 153 | 65 444 CHF | 65 726 CHF | 99,89% | 99,89% |