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 | 0,35% | 2,90 CHF | 2,91 CHF | 70 000 | 70 000 | 70 072 | 70 072 | 199 891 CHF | 200 592 CHF | 99,56% | 99,56% |
14/08/2024 | 0,37% | 2,79 CHF | 2,80 CHF | 71 000 | 71 000 | 71 190 | 71 190 | 196 391 CHF | 197 104 CHF | 99,81% | 99,81% |
13/08/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 72 000 | 72 000 | 71 417 | 71 417 | 192 812 CHF | 193 527 CHF | 100,00% | 100,00% |
12/08/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 72 000 | 72 000 | 71 299 | 71 299 | 194 443 CHF | 195 157 CHF | 100,00% | 100,00% |
09/08/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 72 000 | 72 000 | 71 472 | 71 472 | 190 954 CHF | 191 670 CHF | 97,97% | 97,97% |
08/08/2024 | 0,39% | 2,64 CHF | 2,65 CHF | 73 000 | 73 000 | 72 473 | 72 473 | 187 729 CHF | 188 454 CHF | 99,47% | 99,47% |
07/08/2024 | 0,39% | 2,64 CHF | 2,65 CHF | 73 000 | 73 000 | 72 333 | 72 333 | 187 691 CHF | 188 415 CHF | 99,92% | 99,92% |
06/08/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 74 000 | 74 000 | 73 115 | 73 115 | 183 720 CHF | 184 452 CHF | 96,86% | 96,86% |
02/08/2024 | 0,37% | 2,65 CHF | 2,66 CHF | 72 000 | 72 000 | 71 276 | 71 276 | 192 432 CHF | 193 146 CHF | 97,96% | 97,96% |
31/07/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 70 000 | 70 000 | 68 870 | 68 870 | 202 435 CHF | 203 124 CHF | 71,47% | 71,47% |