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% | 2,70 CHF | 2,71 CHF | 125 000 | 125 000 | 125 553 | 125 553 | 337 358 CHF | 338 614 CHF | 100,00% | 100,00% |
14/08/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 127 000 | 127 000 | 127 577 | 127 577 | 332 988 CHF | 334 264 CHF | 99,27% | 99,27% |
13/08/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 129 000 | 129 000 | 128 925 | 128 925 | 330 114 CHF | 331 404 CHF | 100,00% | 100,00% |
12/08/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 129 000 | 129 000 | 128 854 | 128 854 | 330 035 CHF | 331 324 CHF | 98,83% | 98,83% |
09/08/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 130 000 | 130 000 | 129 463 | 129 463 | 328 576 CHF | 329 870 CHF | 99,95% | 99,95% |
08/08/2024 | 0,41% | 2,50 CHF | 2,51 CHF | 131 000 | 131 000 | 132 276 | 132 276 | 323 304 CHF | 324 627 CHF | 99,98% | 99,98% |
07/08/2024 | 0,40% | 2,56 CHF | 2,57 CHF | 129 000 | 129 000 | 129 957 | 129 957 | 328 003 CHF | 329 302 CHF | 99,99% | 99,99% |
06/08/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 132 000 | 132 000 | 132 259 | 132 259 | 323 249 CHF | 324 571 CHF | 99,91% | 99,91% |
02/08/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 129 000 | 129 000 | 128 285 | 128 285 | 331 440 CHF | 332 722 CHF | 98,42% | 98,42% |
31/07/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 124 000 | 124 000 | 124 001 | 124 001 | 341 003 CHF | 342 243 CHF | 36,81% | 36,81% |