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 | 0,50% | 2,09 CHF | 2,10 CHF | 53 700 | 53 700 | 54 176 | 54 176 | 108 019 CHF | 108 561 CHF | 99,98% | 99,98% |
14/08/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 57 000 | 57 000 | 57 469 | 57 469 | 109 960 CHF | 110 535 CHF | 99,26% | 99,26% |
13/08/2024 | 0,57% | 1,80 CHF | 1,81 CHF | 58 500 | 58 500 | 58 482 | 58 482 | 102 807 CHF | 103 392 CHF | 100,00% | 100,00% |
12/08/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 57 300 | 57 300 | 57 271 | 57 271 | 106 353 CHF | 106 926 CHF | 99,90% | 99,90% |
09/08/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 58 000 | 58 000 | 58 462 | 58 462 | 107 888 CHF | 108 473 CHF | 99,98% | 99,98% |
08/08/2024 | 0,58% | 1,79 CHF | 1,80 CHF | 59 400 | 59 400 | 60 183 | 60 183 | 102 925 CHF | 103 527 CHF | 99,94% | 99,94% |
07/08/2024 | 0,57% | 1,81 CHF | 1,82 CHF | 62 100 | 62 100 | 62 530 | 62 530 | 109 888 CHF | 110 514 CHF | 99,93% | 99,93% |
06/08/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 63 100 | 63 100 | 63 244 | 63 244 | 103 649 CHF | 104 281 CHF | 99,82% | 99,82% |
02/08/2024 | 0,55% | 1,75 CHF | 1,76 CHF | 57 000 | 57 000 | 56 119 | 56 119 | 102 448 CHF | 103 009 CHF | 99,82% | 99,82% |
30/07/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 50 400 | 50 400 | 49 820 | 49 820 | 106 763 CHF | 107 261 CHF | 100,00% | 100,00% |