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 | 0,47% | 2,25 CHF | 2,26 CHF | 75 000 | 75 000 | 75 513 | 75 513 | 160 686 CHF | 161 441 CHF | 99,98% | 99,98% |
14/08/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 75 000 | 75 000 | 75 362 | 75 362 | 157 483 CHF | 158 237 CHF | 99,26% | 99,26% |
13/08/2024 | 0,51% | 2,02 CHF | 2,03 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 151 762 CHF | 152 532 CHF | 100,00% | 100,00% |
12/08/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 152 213 CHF | 152 983 CHF | 99,28% | 99,28% |
09/08/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 79 000 | 79 000 | 78 438 | 78 438 | 149 562 CHF | 150 346 CHF | 99,98% | 99,98% |
08/08/2024 | 0,57% | 1,86 CHF | 1,87 CHF | 79 000 | 79 000 | 80 290 | 80 290 | 140 946 CHF | 141 749 CHF | 99,94% | 99,94% |
07/08/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 79 000 | 79 000 | 79 289 | 79 289 | 143 862 CHF | 144 655 CHF | 99,92% | 99,92% |
06/08/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 81 000 | 81 000 | 80 946 | 80 946 | 136 341 CHF | 137 150 CHF | 99,92% | 99,92% |
02/08/2024 | 0,49% | 1,95 CHF | 1,96 CHF | 77 000 | 77 000 | 76 750 | 76 750 | 157 394 CHF | 158 162 CHF | 99,74% | 99,74% |
31/07/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 73 000 | 73 000 | 73 000 | 73 000 | 171 314 CHF | 172 044 CHF | 39,25% | 39,25% |