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% | 2,90 CHF | 2,91 CHF | 95 000 | 95 000 | 95 000 | 95 000 | 274 815 CHF | 275 765 CHF | 99,99% | 99,99% |
14/08/2024 | 0,35% | 2,98 CHF | 2,99 CHF | 95 000 | 95 000 | 95 391 | 95 391 | 273 165 CHF | 274 119 CHF | 99,27% | 99,27% |
13/08/2024 | 0,38% | 2,68 CHF | 2,69 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 264 988 CHF | 265 988 CHF | 100,00% | 100,00% |
12/08/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 263 517 CHF | 264 517 CHF | 99,60% | 99,60% |
09/08/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 261 144 CHF | 262 144 CHF | 99,99% | 99,99% |
08/08/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 100 000 | 100 000 | 103 315 | 103 315 | 261 044 CHF | 262 078 CHF | 99,91% | 99,91% |
07/08/2024 | 0,39% | 2,61 CHF | 2,62 CHF | 100 000 | 100 000 | 101 012 | 101 012 | 259 082 CHF | 260 092 CHF | 99,99% | 99,99% |
06/08/2024 | 0,42% | 2,44 CHF | 2,45 CHF | 105 000 | 105 000 | 105 000 | 105 000 | 251 929 CHF | 252 979 CHF | 99,73% | 99,73% |
02/08/2024 | 0,38% | 2,49 CHF | 2,50 CHF | 105 000 | 105 000 | 100 648 | 100 648 | 263 199 CHF | 264 206 CHF | 99,79% | 99,79% |
31/07/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 95 000 | 95 000 | 95 000 | 95 000 | 283 746 CHF | 284 696 CHF | 36,80% | 36,80% |