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 | 0,41% | 2,47 CHF | 2,48 CHF | 49 500 | 49 500 | 49 182 | 49 182 | 119 872 CHF | 120 364 CHF | 99,98% | 99,98% |
14/08/2024 | 0,44% | 2,35 CHF | 2,36 CHF | 50 000 | 50 000 | 49 879 | 49 879 | 113 898 CHF | 114 397 CHF | 99,92% | 99,92% |
13/08/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 50 500 | 50 500 | 50 128 | 50 128 | 109 563 CHF | 110 065 CHF | 100,00% | 100,00% |
12/08/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 50 500 | 50 500 | 50 262 | 50 262 | 110 005 CHF | 110 508 CHF | 99,98% | 99,98% |
09/08/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 51 000 | 51 000 | 50 156 | 50 156 | 107 572 CHF | 108 074 CHF | 91,45% | 99,77% |
08/08/2024 | 0,52% | 2,07 CHF | 2,08 CHF | 51 000 | 51 000 | 50 978 | 50 978 | 99 669 CHF | 100 179 CHF | 97,92% | 97,92% |
07/08/2024 | 0,48% | 2,20 CHF | 2,21 CHF | 50 500 | 50 500 | 50 178 | 50 178 | 106 183 CHF | 106 686 CHF | 98,66% | 98,66% |
06/08/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 51 000 | 51 000 | 50 609 | 50 609 | 99 140 CHF | 99 646 CHF | 97,86% | 97,86% |
02/08/2024 | 0,45% | 2,16 CHF | 2,17 CHF | 50 500 | 50 500 | 49 602 | 49 602 | 111 031 CHF | 111 528 CHF | 96,98% | 96,98% |
31/07/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 125 847 CHF | 126 337 CHF | 45,25% | 45,25% |