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 | 0,44% | 2,32 CHF | 2,33 CHF | 40 000 | 40 000 | 40 101 | 40 101 | 91 054 CHF | 91 455 CHF | 100,00% | 100,00% |
14/08/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 41 000 | 41 000 | 41 000 | 41 000 | 89 352 CHF | 89 762 CHF | 99,26% | 99,26% |
13/08/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 87 320 CHF | 87 740 CHF | 100,00% | 100,00% |
12/08/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 86 437 CHF | 86 857 CHF | 98,83% | 98,83% |
09/08/2024 | 0,49% | 2,01 CHF | 2,02 CHF | 42 000 | 42 000 | 42 190 | 42 190 | 85 395 CHF | 85 817 CHF | 99,99% | 99,99% |
08/08/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 83 740 CHF | 84 170 CHF | 99,97% | 99,97% |
07/08/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 42 000 | 42 000 | 42 516 | 42 516 | 85 091 CHF | 85 516 CHF | 100,00% | 100,00% |
06/08/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 43 000 | 43 000 | 43 650 | 43 650 | 82 452 CHF | 82 889 CHF | 99,93% | 99,93% |
02/08/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 43 000 | 43 000 | 42 726 | 42 726 | 85 055 CHF | 85 482 CHF | 99,85% | 99,85% |
31/07/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 41 000 | 41 000 | 41 343 | 41 343 | 87 955 CHF | 88 368 CHF | 36,78% | 36,78% |