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% | 2,68 CHF | 2,69 CHF | 84 000 | 84 000 | 84 656 | 84 656 | 222 610 CHF | 223 457 CHF | 100,00% | 100,00% |
14/08/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 85 000 | 85 000 | 85 452 | 85 452 | 219 250 CHF | 220 104 CHF | 99,69% | 99,69% |
13/08/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 86 000 | 86 000 | 85 865 | 85 865 | 219 916 CHF | 220 775 CHF | 99,74% | 99,74% |
12/08/2024 | 0,39% | 2,60 CHF | 2,61 CHF | 85 000 | 85 000 | 85 144 | 85 144 | 220 590 CHF | 221 442 CHF | 99,23% | 99,23% |
09/08/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 86 000 | 86 000 | 86 298 | 86 298 | 219 036 CHF | 219 899 CHF | 99,97% | 99,97% |
08/08/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 87 000 | 87 000 | 87 752 | 87 752 | 216 670 CHF | 217 547 CHF | 99,97% | 99,97% |
07/08/2024 | 0,41% | 2,51 CHF | 2,52 CHF | 87 000 | 87 000 | 88 022 | 88 022 | 215 650 CHF | 216 530 CHF | 99,98% | 99,98% |
06/08/2024 | 0,44% | 2,33 CHF | 2,34 CHF | 90 000 | 90 000 | 90 951 | 90 951 | 208 483 CHF | 209 393 CHF | 99,82% | 99,82% |
02/08/2024 | 0,39% | 2,51 CHF | 2,52 CHF | 87 000 | 87 000 | 85 966 | 85 966 | 222 275 CHF | 223 135 CHF | 99,82% | 99,82% |
30/07/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 84 000 | 84 000 | 84 002 | 84 002 | 223 002 CHF | 223 842 CHF | 99,98% | 99,98% |