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% | 2,94 CHF | 2,95 CHF | 75 000 | 75 000 | 75 513 | 75 513 | 212 876 CHF | 213 631 CHF | 100,00% | 100,00% |
14/08/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 75 000 | 75 000 | 75 361 | 75 361 | 209 505 CHF | 210 258 CHF | 99,26% | 99,26% |
13/08/2024 | 0,38% | 2,71 CHF | 2,72 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 204 851 CHF | 205 621 CHF | 100,00% | 100,00% |
12/08/2024 | 0,37% | 2,68 CHF | 2,69 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 205 312 CHF | 206 082 CHF | 99,28% | 99,28% |
09/08/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 79 000 | 79 000 | 78 439 | 78 439 | 203 624 CHF | 204 408 CHF | 99,96% | 99,96% |
08/08/2024 | 0,41% | 2,55 CHF | 2,56 CHF | 79 000 | 79 000 | 80 290 | 80 290 | 196 243 CHF | 197 045 CHF | 99,97% | 99,97% |
07/08/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 79 000 | 79 000 | 79 289 | 79 289 | 198 411 CHF | 199 204 CHF | 99,97% | 99,97% |
06/08/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 81 000 | 81 000 | 80 946 | 80 946 | 191 994 CHF | 192 803 CHF | 99,84% | 99,84% |
02/08/2024 | 0,36% | 2,64 CHF | 2,65 CHF | 77 000 | 77 000 | 76 749 | 76 749 | 210 318 CHF | 211 085 CHF | 99,70% | 99,70% |
31/07/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 73 000 | 73 000 | 73 000 | 73 000 | 221 739 CHF | 222 469 CHF | 39,27% | 39,27% |