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% | 2,23 CHF | 2,24 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 261 570 CHF | 262 765 CHF | 100,00% | 100,00% |
14/08/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 120 000 | 120 000 | 121 149 | 121 149 | 255 859 CHF | 257 071 CHF | 99,26% | 99,26% |
13/08/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 125 000 | 125 000 | 124 485 | 124 485 | 258 621 CHF | 259 866 CHF | 100,00% | 100,00% |
12/08/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 125 000 | 125 000 | 124 419 | 124 419 | 258 674 CHF | 259 919 CHF | 99,23% | 99,23% |
09/08/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 125 000 | 125 000 | 124 485 | 124 485 | 254 276 CHF | 255 521 CHF | 99,99% | 99,99% |
08/08/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 125 000 | 125 000 | 124 490 | 124 490 | 249 207 CHF | 250 452 CHF | 99,95% | 99,95% |
07/08/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 125 000 | 125 000 | 128 918 | 128 918 | 246 460 CHF | 247 749 CHF | 99,98% | 99,98% |
06/08/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 130 000 | 130 000 | 129 884 | 129 884 | 238 272 CHF | 239 570 CHF | 99,88% | 99,88% |
02/08/2024 | 0,50% | 1,95 CHF | 1,96 CHF | 130 000 | 130 000 | 124 662 | 124 662 | 247 981 CHF | 249 228 CHF | 99,92% | 99,92% |
30/07/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 262 995 CHF | 264 190 CHF | 100,00% | 100,00% |