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 | 0,52% | 1,99 CHF | 2,00 CHF | 180 000 | 180 000 | 184 696 | 184 696 | 355 704 CHF | 357 551 CHF | 99,98% | 99,98% |
14/08/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 188 000 | 188 000 | 187 221 | 187 221 | 349 126 CHF | 350 998 CHF | 99,27% | 99,27% |
13/08/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 192 000 | 192 000 | 191 099 | 191 099 | 347 959 CHF | 349 870 CHF | 100,00% | 100,00% |
12/08/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 188 000 | 188 000 | 188 951 | 188 951 | 348 709 CHF | 350 600 CHF | 99,25% | 99,25% |
09/08/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 192 000 | 192 000 | 191 404 | 191 404 | 345 853 CHF | 347 767 CHF | 99,99% | 99,99% |
08/08/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 196 000 | 196 000 | 195 841 | 195 841 | 343 258 CHF | 345 217 CHF | 99,93% | 99,93% |
07/08/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 192 000 | 192 000 | 194 448 | 194 448 | 345 458 CHF | 347 403 CHF | 100,00% | 100,00% |
06/08/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 200 000 | 200 000 | 199 738 | 199 738 | 339 136 CHF | 341 133 CHF | 99,91% | 99,91% |
02/08/2024 | 0,53% | 1,79 CHF | 1,80 CHF | 196 000 | 196 000 | 187 333 | 187 333 | 354 533 CHF | 356 407 CHF | 99,13% | 99,13% |
30/07/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 172 000 | 172 000 | 171 292 | 171 292 | 372 652 CHF | 374 365 CHF | 99,99% | 99,99% |