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 | 0,39% | 2,63 CHF | 2,64 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 58 774 CHF | 59 002 CHF | 98,94% | 98,94% |
14/08/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 56 815 CHF | 57 043 CHF | 99,57% | 99,57% |
13/08/2024 | 0,43% | 2,42 CHF | 2,43 CHF | 23 000 | 23 000 | 22 791 | 22 791 | 53 803 CHF | 54 031 CHF | 99,90% | 99,90% |
12/08/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 23 000 | 23 000 | 22 783 | 22 783 | 56 105 CHF | 56 334 CHF | 100,00% | 100,00% |
09/08/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 23 000 | 23 000 | 22 764 | 22 764 | 56 474 CHF | 56 702 CHF | 91,36% | 99,68% |
08/08/2024 | 0,45% | 2,38 CHF | 2,39 CHF | 23 000 | 23 000 | 23 459 | 23 459 | 52 831 CHF | 53 066 CHF | 98,32% | 98,32% |
07/08/2024 | 0,43% | 2,45 CHF | 2,46 CHF | 23 000 | 23 000 | 22 779 | 22 779 | 53 494 CHF | 53 722 CHF | 98,00% | 98,00% |
06/08/2024 | 0,48% | 2,19 CHF | 2,20 CHF | 24 000 | 24 000 | 23 749 | 23 749 | 50 239 CHF | 50 477 CHF | 96,75% | 96,75% |
02/08/2024 | 0,40% | 2,36 CHF | 2,37 CHF | 23 000 | 23 000 | 22 777 | 22 777 | 57 941 CHF | 58 169 CHF | 96,01% | 96,01% |
31/07/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 22 000 | 22 000 | 21 743 | 21 743 | 60 243 CHF | 60 461 CHF | 45,63% | 45,63% |