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 | 0,49% | 2,05 CHF | 2,06 CHF | 330 000 | 330 000 | 149 971 | 149 971 | 310 545 CHF | 312 047 CHF | 99,89% | 99,89% |
14/08/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 340 000 | 340 000 | 152 732 | 152 732 | 316 787 CHF | 318 317 CHF | 99,26% | 99,26% |
13/08/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 350 000 | 350 000 | 156 887 | 156 887 | 332 372 CHF | 333 944 CHF | 100,00% | 100,00% |
12/08/2024 | 0,49% | 2,11 CHF | 2,12 CHF | 350 000 | 350 000 | 153 517 | 153 517 | 322 000 CHF | 323 540 CHF | 99,79% | 99,79% |
09/08/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 350 000 | 350 000 | 152 754 | 152 754 | 316 794 CHF | 318 325 CHF | 99,89% | 99,89% |
08/08/2024 | 0,49% | 2,09 CHF | 2,10 CHF | 350 000 | 350 000 | 157 437 | 157 437 | 329 969 CHF | 331 546 CHF | 99,96% | 99,96% |
07/08/2024 | 0,49% | 2,09 CHF | 2,10 CHF | 350 000 | 350 000 | 156 844 | 156 844 | 326 604 CHF | 328 175 CHF | 100,00% | 100,00% |
06/08/2024 | 0,56% | 2,08 CHF | 2,09 CHF | 360 000 | 360 000 | 156 660 | 156 660 | 321 966 CHF | 323 654 CHF | 99,95% | 99,95% |
02/08/2024 | 0,50% | 2,07 CHF | 2,08 CHF | 350 000 | 350 000 | 148 574 | 148 574 | 302 723 CHF | 304 212 CHF | 99,91% | 99,91% |
30/07/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 300 000 | 300 000 | 134 147 | 134 147 | 263 995 CHF | 265 339 CHF | 99,89% | 99,89% |