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 | 0,38% | 2,66 CHF | 2,67 CHF | 95 000 | 95 000 | 95 000 | 95 000 | 251 850 CHF | 252 800 CHF | 100,00% | 100,00% |
14/08/2024 | 0,38% | 2,74 CHF | 2,75 CHF | 95 000 | 95 000 | 95 389 | 95 389 | 250 092 CHF | 251 046 CHF | 99,27% | 99,27% |
13/08/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 240 772 CHF | 241 772 CHF | 99,99% | 99,99% |
12/08/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 239 526 CHF | 240 526 CHF | 99,60% | 99,60% |
09/08/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 237 169 CHF | 238 169 CHF | 99,98% | 99,98% |
08/08/2024 | 0,44% | 2,33 CHF | 2,34 CHF | 100 000 | 100 000 | 103 315 | 103 315 | 236 359 CHF | 237 392 CHF | 99,90% | 99,90% |
07/08/2024 | 0,43% | 2,37 CHF | 2,38 CHF | 100 000 | 100 000 | 101 012 | 101 012 | 234 902 CHF | 235 912 CHF | 99,99% | 99,99% |
06/08/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 105 000 | 105 000 | 105 000 | 105 000 | 226 926 CHF | 227 976 CHF | 99,82% | 99,82% |
02/08/2024 | 0,42% | 2,26 CHF | 2,27 CHF | 105 000 | 105 000 | 100 648 | 100 648 | 239 272 CHF | 240 278 CHF | 99,78% | 99,78% |
31/07/2024 | 0,36% | 2,74 CHF | 2,75 CHF | 95 000 | 95 000 | 95 000 | 95 000 | 260 696 CHF | 261 646 CHF | 36,79% | 36,79% |