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 | 0,41% | 2,46 CHF | 2,47 CHF | 125 000 | 125 000 | 125 553 | 125 553 | 307 075 CHF | 308 330 CHF | 100,00% | 100,00% |
14/08/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 127 000 | 127 000 | 127 577 | 127 577 | 302 211 CHF | 303 487 CHF | 99,26% | 99,26% |
13/08/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 129 000 | 129 000 | 128 925 | 128 925 | 299 003 CHF | 300 292 CHF | 99,99% | 99,99% |
12/08/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 129 000 | 129 000 | 128 854 | 128 854 | 298 913 CHF | 300 201 CHF | 98,83% | 98,83% |
09/08/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 130 000 | 130 000 | 129 463 | 129 463 | 297 358 CHF | 298 652 CHF | 99,99% | 99,99% |
08/08/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 131 000 | 131 000 | 132 276 | 132 276 | 291 399 CHF | 292 722 CHF | 99,95% | 99,95% |
07/08/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 129 000 | 129 000 | 129 957 | 129 957 | 296 633 CHF | 297 933 CHF | 99,99% | 99,99% |
06/08/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 132 000 | 132 000 | 132 260 | 132 260 | 291 362 CHF | 292 684 CHF | 99,88% | 99,88% |
02/08/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 129 000 | 129 000 | 128 286 | 128 286 | 300 509 CHF | 301 792 CHF | 98,51% | 98,51% |
31/07/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 124 000 | 124 000 | 124 001 | 124 001 | 311 160 CHF | 312 400 CHF | 36,78% | 36,78% |