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% | 2,30 CHF | 2,31 CHF | 75 000 | 75 000 | 75 513 | 75 513 | 165 030 CHF | 165 785 CHF | 100,00% | 100,00% |
14/08/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 75 000 | 75 000 | 75 363 | 75 363 | 161 813 CHF | 162 566 CHF | 99,25% | 99,25% |
13/08/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 156 145 CHF | 156 915 CHF | 99,99% | 99,99% |
12/08/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 156 577 CHF | 157 347 CHF | 98,50% | 98,50% |
09/08/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 79 000 | 79 000 | 78 439 | 78 439 | 154 031 CHF | 154 816 CHF | 99,97% | 99,97% |
08/08/2024 | 0,55% | 1,91 CHF | 1,92 CHF | 79 000 | 79 000 | 80 291 | 80 291 | 145 498 CHF | 146 300 CHF | 99,90% | 99,90% |
07/08/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 79 000 | 79 000 | 79 289 | 79 289 | 148 324 CHF | 149 117 CHF | 99,95% | 99,95% |
06/08/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 81 000 | 81 000 | 80 946 | 80 946 | 140 879 CHF | 141 689 CHF | 99,81% | 99,81% |
02/08/2024 | 0,47% | 2,01 CHF | 2,02 CHF | 77 000 | 77 000 | 76 749 | 76 749 | 161 804 CHF | 162 572 CHF | 99,80% | 99,80% |
31/07/2024 | 0,41% | 2,36 CHF | 2,37 CHF | 73 000 | 73 000 | 73 000 | 73 000 | 175 608 CHF | 176 338 CHF | 39,23% | 39,23% |