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% | 2,23 CHF | 2,24 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 122 352 CHF | 122 912 CHF | 100,00% | 100,00% |
14/08/2024 | 0,48% | 2,12 CHF | 2,13 CHF | 56 000 | 56 000 | 56 177 | 56 177 | 117 521 CHF | 118 083 CHF | 99,26% | 99,26% |
13/08/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 117 922 CHF | 118 502 CHF | 100,00% | 100,00% |
12/08/2024 | 0,48% | 2,03 CHF | 2,04 CHF | 58 000 | 58 000 | 57 836 | 57 836 | 119 157 CHF | 119 735 CHF | 99,59% | 99,59% |
09/08/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 116 210 CHF | 116 790 CHF | 99,97% | 99,97% |
08/08/2024 | 0,52% | 1,97 CHF | 1,98 CHF | 58 000 | 58 000 | 58 684 | 58 684 | 112 847 CHF | 113 433 CHF | 99,97% | 99,97% |
07/08/2024 | 0,52% | 1,98 CHF | 1,99 CHF | 58 000 | 58 000 | 58 395 | 58 395 | 112 614 CHF | 113 198 CHF | 99,98% | 99,98% |
06/08/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 110 714 CHF | 111 314 CHF | 99,82% | 99,82% |
02/08/2024 | 0,49% | 1,98 CHF | 1,99 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 117 916 CHF | 118 496 CHF | 99,90% | 99,90% |
31/07/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 56 000 | 56 000 | 55 684 | 55 684 | 125 868 CHF | 126 425 CHF | 36,79% | 36,79% |