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 | 0,44% | 2,32 CHF | 2,33 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 127 184 CHF | 127 744 CHF | 99,99% | 99,99% |
14/08/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 56 000 | 56 000 | 56 178 | 56 178 | 122 288 CHF | 122 850 CHF | 99,27% | 99,27% |
13/08/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 122 789 CHF | 123 369 CHF | 100,00% | 100,00% |
12/08/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 58 000 | 58 000 | 57 836 | 57 836 | 124 049 CHF | 124 628 CHF | 99,60% | 99,60% |
09/08/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 121 119 CHF | 121 699 CHF | 99,98% | 99,98% |
08/08/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 58 000 | 58 000 | 58 684 | 58 684 | 117 722 CHF | 118 308 CHF | 99,93% | 99,93% |
07/08/2024 | 0,50% | 2,06 CHF | 2,07 CHF | 58 000 | 58 000 | 58 395 | 58 395 | 117 468 CHF | 118 052 CHF | 99,99% | 99,99% |
06/08/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 115 646 CHF | 116 246 CHF | 99,90% | 99,90% |
02/08/2024 | 0,47% | 2,06 CHF | 2,07 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 122 769 CHF | 123 349 CHF | 99,89% | 99,89% |
31/07/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 56 000 | 56 000 | 55 683 | 55 683 | 130 609 CHF | 131 166 CHF | 36,81% | 36,81% |