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% | 2,47 CHF | 2,48 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 135 381 CHF | 135 941 CHF | 100,00% | 100,00% |
14/08/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 56 000 | 56 000 | 56 177 | 56 177 | 130 568 CHF | 131 130 CHF | 99,27% | 99,27% |
13/08/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 131 327 CHF | 131 907 CHF | 100,00% | 100,00% |
12/08/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 58 000 | 58 000 | 57 843 | 57 843 | 132 551 CHF | 133 129 CHF | 98,85% | 98,85% |
09/08/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 129 670 CHF | 130 250 CHF | 99,98% | 99,98% |
08/08/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 58 000 | 58 000 | 58 684 | 58 684 | 126 389 CHF | 126 976 CHF | 99,92% | 99,92% |
07/08/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 58 000 | 58 000 | 58 394 | 58 394 | 126 079 CHF | 126 663 CHF | 100,00% | 100,00% |
06/08/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 124 524 CHF | 125 124 CHF | 99,80% | 99,80% |
02/08/2024 | 0,44% | 2,21 CHF | 2,22 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 131 306 CHF | 131 886 CHF | 99,91% | 99,91% |
31/07/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 56 000 | 56 000 | 55 683 | 55 683 | 138 770 CHF | 139 327 CHF | 36,81% | 36,81% |