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 | 0,39% | 2,64 CHF | 2,65 CHF | 84 000 | 84 000 | 84 657 | 84 657 | 218 842 CHF | 219 688 CHF | 100,00% | 100,00% |
14/08/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 85 000 | 85 000 | 85 452 | 85 452 | 215 457 CHF | 216 311 CHF | 99,69% | 99,69% |
13/08/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 86 000 | 86 000 | 85 865 | 85 865 | 216 220 CHF | 217 079 CHF | 99,74% | 99,74% |
12/08/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 85 000 | 85 000 | 85 143 | 85 143 | 216 811 CHF | 217 663 CHF | 99,23% | 99,23% |
09/08/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 86 000 | 86 000 | 86 298 | 86 298 | 215 263 CHF | 216 126 CHF | 100,00% | 100,00% |
08/08/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 87 000 | 87 000 | 87 751 | 87 751 | 212 876 CHF | 213 753 CHF | 99,98% | 99,98% |
07/08/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 87 000 | 87 000 | 88 021 | 88 021 | 211 843 CHF | 212 723 CHF | 99,98% | 99,98% |
06/08/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 90 000 | 90 000 | 90 951 | 90 951 | 204 599 CHF | 205 508 CHF | 99,92% | 99,92% |
02/08/2024 | 0,39% | 2,46 CHF | 2,47 CHF | 87 000 | 87 000 | 85 966 | 85 966 | 218 516 CHF | 219 376 CHF | 99,88% | 99,88% |
30/07/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 84 000 | 84 000 | 84 002 | 84 002 | 219 249 CHF | 220 089 CHF | 100,00% | 100,00% |