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 | 0,45% | 2,25 CHF | 2,26 CHF | 52 000 | 52 000 | 52 645 | 52 645 | 115 999 CHF | 116 525 CHF | 99,98% | 99,98% |
14/08/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 114 074 CHF | 114 604 CHF | 99,26% | 99,26% |
13/08/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 53 000 | 53 000 | 53 429 | 53 429 | 112 587 CHF | 113 122 CHF | 99,99% | 99,99% |
12/08/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 53 000 | 53 000 | 52 966 | 52 966 | 112 699 CHF | 113 229 CHF | 99,24% | 99,24% |
09/08/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 54 000 | 54 000 | 53 350 | 53 350 | 114 111 CHF | 114 644 CHF | 99,99% | 99,99% |
08/08/2024 | 0,48% | 2,12 CHF | 2,13 CHF | 54 000 | 54 000 | 53 996 | 53 996 | 112 126 CHF | 112 666 CHF | 99,92% | 99,92% |
07/08/2024 | 0,47% | 2,17 CHF | 2,18 CHF | 53 000 | 53 000 | 53 708 | 53 708 | 113 672 CHF | 114 209 CHF | 99,94% | 99,94% |
06/08/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 56 000 | 56 000 | 55 351 | 55 351 | 109 345 CHF | 109 899 CHF | 99,75% | 99,75% |
02/08/2024 | 0,46% | 2,09 CHF | 2,10 CHF | 54 000 | 54 000 | 53 035 | 53 035 | 115 904 CHF | 116 435 CHF | 99,70% | 99,70% |
30/07/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 49 000 | 49 000 | 48 971 | 48 971 | 128 836 CHF | 129 326 CHF | 99,99% | 99,99% |