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% | 2,14 CHF | 2,15 CHF | 35 000 | 35 000 | 35 432 | 35 432 | 76 371 CHF | 76 725 CHF | 99,99% | 99,99% |
14/08/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 35 000 | 35 000 | 35 015 | 35 015 | 75 415 CHF | 75 765 CHF | 99,27% | 99,27% |
13/08/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 35 000 | 35 000 | 35 368 | 35 368 | 76 555 CHF | 76 909 CHF | 99,99% | 99,99% |
12/08/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 36 000 | 36 000 | 35 215 | 35 215 | 76 152 CHF | 76 504 CHF | 98,52% | 98,52% |
09/08/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 35 000 | 35 000 | 35 188 | 35 188 | 75 585 CHF | 75 936 CHF | 100,00% | 100,00% |
08/08/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 35 000 | 35 000 | 35 436 | 35 436 | 76 556 CHF | 76 910 CHF | 99,97% | 99,97% |
07/08/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 35 000 | 35 000 | 35 083 | 35 083 | 75 246 CHF | 75 597 CHF | 99,99% | 99,99% |
06/08/2024 | 0,47% | 2,17 CHF | 2,18 CHF | 36 000 | 36 000 | 35 035 | 35 035 | 75 096 CHF | 75 446 CHF | 99,97% | 99,97% |
02/08/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 35 000 | 35 000 | 34 728 | 34 728 | 73 193 CHF | 73 540 CHF | 99,94% | 99,94% |
31/07/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 33 000 | 33 000 | 33 000 | 33 000 | 65 410 CHF | 65 740 CHF | 40,24% | 40,24% |