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 | 0,35% | 2,92 CHF | 2,93 CHF | 84 000 | 84 000 | 84 656 | 84 656 | 243 086 CHF | 243 932 CHF | 100,00% | 100,00% |
14/08/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 85 000 | 85 000 | 85 452 | 85 452 | 239 836 CHF | 240 690 CHF | 99,69% | 99,69% |
13/08/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 86 000 | 86 000 | 85 865 | 85 865 | 240 497 CHF | 241 355 CHF | 99,74% | 99,74% |
12/08/2024 | 0,35% | 2,84 CHF | 2,85 CHF | 85 000 | 85 000 | 85 144 | 85 144 | 241 034 CHF | 241 886 CHF | 99,18% | 99,18% |
09/08/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 86 000 | 86 000 | 86 299 | 86 299 | 239 646 CHF | 240 509 CHF | 99,99% | 99,99% |
08/08/2024 | 0,37% | 2,74 CHF | 2,75 CHF | 87 000 | 87 000 | 87 752 | 87 752 | 237 459 CHF | 238 336 CHF | 99,97% | 99,97% |
07/08/2024 | 0,37% | 2,75 CHF | 2,76 CHF | 87 000 | 87 000 | 88 022 | 88 022 | 236 514 CHF | 237 394 CHF | 99,97% | 99,97% |
06/08/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 90 000 | 90 000 | 90 951 | 90 951 | 229 924 CHF | 230 833 CHF | 99,88% | 99,88% |
02/08/2024 | 0,35% | 2,74 CHF | 2,75 CHF | 87 000 | 87 000 | 85 966 | 85 966 | 242 671 CHF | 243 531 CHF | 99,83% | 99,83% |
30/07/2024 | 0,34% | 2,90 CHF | 2,91 CHF | 84 000 | 84 000 | 84 002 | 84 002 | 243 292 CHF | 244 132 CHF | 99,98% | 99,98% |