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% | 2,24 CHF | 2,25 CHF | 84 000 | 84 000 | 84 657 | 84 657 | 184 899 CHF | 185 745 CHF | 100,00% | 100,00% |
14/08/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 85 000 | 85 000 | 85 452 | 85 452 | 181 308 CHF | 182 163 CHF | 99,69% | 99,69% |
13/08/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 86 000 | 86 000 | 85 865 | 85 865 | 182 033 CHF | 182 892 CHF | 99,73% | 99,73% |
12/08/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 85 000 | 85 000 | 85 143 | 85 143 | 182 880 CHF | 183 732 CHF | 99,23% | 99,23% |
09/08/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 86 000 | 86 000 | 86 298 | 86 298 | 181 115 CHF | 181 978 CHF | 99,99% | 99,99% |
08/08/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 87 000 | 87 000 | 87 752 | 87 752 | 178 334 CHF | 179 211 CHF | 99,98% | 99,98% |
07/08/2024 | 0,50% | 2,07 CHF | 2,08 CHF | 87 000 | 87 000 | 88 021 | 88 021 | 177 059 CHF | 177 940 CHF | 99,96% | 99,96% |
06/08/2024 | 0,54% | 1,90 CHF | 1,91 CHF | 90 000 | 90 000 | 90 951 | 90 951 | 169 065 CHF | 169 974 CHF | 99,93% | 99,93% |
02/08/2024 | 0,46% | 2,07 CHF | 2,08 CHF | 87 000 | 87 000 | 85 967 | 85 967 | 184 597 CHF | 185 457 CHF | 99,89% | 99,89% |
30/07/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 84 000 | 84 000 | 84 002 | 84 002 | 185 585 CHF | 186 425 CHF | 100,00% | 100,00% |