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 | 0,46% | 2,21 CHF | 2,22 CHF | 105 000 | 105 000 | 105 000 | 105 000 | 228 167 CHF | 229 217 CHF | 99,98% | 99,98% |
14/08/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 105 000 | 105 000 | 105 912 | 105 912 | 222 736 CHF | 223 795 CHF | 99,67% | 99,67% |
13/08/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 105 000 | 105 000 | 105 011 | 105 011 | 223 434 CHF | 224 484 CHF | 99,74% | 99,74% |
12/08/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 105 000 | 105 000 | 104 945 | 104 945 | 230 583 CHF | 231 633 CHF | 99,20% | 99,20% |
09/08/2024 | 0,45% | 2,18 CHF | 2,19 CHF | 105 000 | 105 000 | 105 000 | 105 000 | 230 589 CHF | 231 639 CHF | 100,00% | 100,00% |
08/08/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 105 000 | 105 000 | 107 209 | 107 209 | 227 300 CHF | 228 372 CHF | 99,99% | 99,99% |
07/08/2024 | 0,47% | 2,17 CHF | 2,18 CHF | 105 000 | 105 000 | 106 164 | 106 164 | 226 973 CHF | 228 035 CHF | 99,99% | 99,99% |
06/08/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 224 864 CHF | 225 964 CHF | 99,89% | 99,89% |
02/08/2024 | 0,48% | 2,02 CHF | 2,03 CHF | 110 000 | 110 000 | 108 174 | 108 174 | 226 250 CHF | 227 331 CHF | 99,94% | 99,94% |
30/07/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 231 323 CHF | 232 323 CHF | 100,00% | 100,00% |