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 | 0,40% | 2,52 CHF | 2,53 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 295 992 CHF | 297 187 CHF | 99,93% | 99,93% |
14/08/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 120 000 | 120 000 | 121 150 | 121 150 | 290 652 CHF | 291 863 CHF | 99,26% | 99,26% |
13/08/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 125 000 | 125 000 | 124 485 | 124 485 | 294 220 CHF | 295 465 CHF | 100,00% | 100,00% |
12/08/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 125 000 | 125 000 | 124 419 | 124 419 | 294 329 CHF | 295 574 CHF | 99,24% | 99,24% |
09/08/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 125 000 | 125 000 | 124 484 | 124 484 | 289 730 CHF | 290 975 CHF | 99,91% | 99,91% |
08/08/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 125 000 | 125 000 | 124 489 | 124 489 | 284 441 CHF | 285 686 CHF | 99,74% | 99,74% |
07/08/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 125 000 | 125 000 | 128 917 | 128 917 | 283 038 CHF | 284 327 CHF | 99,61% | 99,61% |
06/08/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 130 000 | 130 000 | 129 869 | 129 869 | 274 779 CHF | 276 078 CHF | 97,91% | 97,91% |
02/08/2024 | 0,44% | 2,23 CHF | 2,24 CHF | 130 000 | 130 000 | 124 646 | 124 646 | 283 417 CHF | 284 663 CHF | 97,13% | 97,13% |
30/07/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 297 468 CHF | 298 664 CHF | 99,98% | 99,98% |