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 | 0,35% | 2,84 CHF | 2,85 CHF | 125 000 | 125 000 | 125 553 | 125 553 | 355 270 CHF | 356 525 CHF | 99,99% | 99,99% |
14/08/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 127 000 | 127 000 | 127 577 | 127 577 | 351 142 CHF | 352 418 CHF | 99,26% | 99,26% |
13/08/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 129 000 | 129 000 | 128 925 | 128 925 | 348 531 CHF | 349 821 CHF | 100,00% | 100,00% |
12/08/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 129 000 | 129 000 | 128 855 | 128 855 | 348 431 CHF | 349 720 CHF | 98,84% | 98,84% |
09/08/2024 | 0,37% | 2,67 CHF | 2,68 CHF | 130 000 | 130 000 | 129 463 | 129 463 | 347 149 CHF | 348 444 CHF | 100,00% | 100,00% |
08/08/2024 | 0,39% | 2,64 CHF | 2,65 CHF | 131 000 | 131 000 | 132 277 | 132 277 | 342 317 CHF | 343 640 CHF | 99,93% | 99,93% |
07/08/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 129 000 | 129 000 | 129 957 | 129 957 | 346 599 CHF | 347 899 CHF | 99,98% | 99,98% |
06/08/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 132 000 | 132 000 | 132 260 | 132 260 | 342 281 CHF | 343 603 CHF | 99,82% | 99,82% |
02/08/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 129 000 | 129 000 | 128 287 | 128 287 | 349 788 CHF | 351 070 CHF | 98,59% | 98,59% |
31/07/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 124 000 | 124 000 | 124 001 | 124 001 | 358 469 CHF | 359 709 CHF | 36,81% | 36,81% |